+123.4%
VRT vs EMR
+19.4%
+104.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.6% | +2.9% |
| 7D | +9.1% | -1.5% | +10.6% | +10.5% |
| 30D | +0.9% | -5.6% | +6.6% | +5.8% |
| 3M | -13.4% | +7.9% | -21.3% | -17.2% |
| 6M | +11.7% | +6.0% | +5.7% | +6.3% |
| YTD | +73.2% | +16.4% | +56.8% | +46.2% |
| 1Y | +123.4% | +16.6% | +106.8% | +88.6% |
| All | +123.4% | +19.4% | +104.0% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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