+2,826.7%
VRT vs EMR
+159.6%
+2,667.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.0% |
| 7D | +13.6% | +3.1% | +10.6% | +11.0% |
| 30D | +6.8% | -3.5% | +10.3% | +9.9% |
| 3M | -3.2% | +9.8% | -13.0% | -9.3% |
| 6M | +20.3% | +10.8% | +9.6% | +12.2% |
| YTD | +79.6% | +15.9% | +63.7% | +58.9% |
| 1Y | +139.0% | +16.4% | +122.6% | +110.8% |
| 3Y | +644.6% | +62.1% | +582.5% | +427.6% |
| 5Y | +1,024.4% | +62.9% | +961.4% | +698.6% |
| All | +2,826.7% | +159.6% | +2,667.1% | +1,209.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling