+953.6%
VRT vs EME
+544.7%
+408.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.4% | -7.2% | -7.0% |
| 7D | +2.4% | +2.7% | -0.3% | -0.1% |
| 30D | -2.7% | -6.8% | +4.1% | +5.0% |
| 3M | -9.2% | -8.8% | -0.3% | -0.7% |
| 6M | -0.5% | +5.0% | -5.5% | -5.9% |
| YTD | +62.3% | +23.5% | +38.8% | +29.3% |
| 1Y | +109.6% | +21.3% | +88.3% | +63.3% |
| 3Y | +573.1% | +241.1% | +332.0% | +102.5% |
| 5Y | +953.6% | +549.2% | +404.5% | +58.8% |
| All | +953.6% | +544.7% | +408.9% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling