+23.6%
VRT vs EME
+3.0%
+20.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.1% |
| 7D | +10.5% | +8.4% | +2.1% | +1.8% |
| 30D | -9.3% | -11.5% | +2.2% | +3.9% |
| 3M | -29.6% | -20.6% | -9.0% | -10.3% |
| 6M | -45.4% | -28.5% | -16.9% | -17.3% |
| YTD | +24.8% | +8.0% | +16.8% | +14.2% |
| 1Y | +23.6% | +6.8% | +16.9% | +15.0% |
| All | +23.6% | +3.0% | +20.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling