+397.6%
VRT vs EME
+217.7%
+179.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.2% |
| 7D | +18.6% | +11.3% | +7.3% | +5.6% |
| 30D | -11.7% | -14.6% | +2.9% | +6.7% |
| 3M | -27.3% | -20.4% | -6.9% | -5.4% |
| 6M | -42.9% | -28.3% | -14.6% | -16.5% |
| YTD | +29.5% | +8.6% | +20.9% | +18.0% |
| 1Y | +21.0% | +3.2% | +17.8% | +17.2% |
| All | +397.6% | +217.7% | +179.9% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling