+2,723.0%
VRT vs EME
+928.7%
+1,794.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.6% | +3.0% |
| 7D | +9.1% | +1.9% | +7.2% | +7.6% |
| 30D | +0.9% | -8.3% | +9.2% | +7.9% |
| 3M | -13.4% | -10.7% | -2.6% | -5.5% |
| 6M | +11.7% | +1.9% | +9.8% | +11.1% |
| YTD | +73.2% | +23.5% | +49.8% | +50.0% |
| 1Y | +123.4% | +18.0% | +105.5% | +97.4% |
| 3Y | +606.2% | +236.1% | +370.1% | +254.0% |
| 5Y | +899.9% | +527.9% | +372.0% | +266.3% |
| All | +2,723.0% | +928.7% | +1,794.4% | +692.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling