+21.0%
VRT vs EMR
+29.8%
-8.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +18.6% | +2.7% | +16.0% | +15.9% |
| 30D | -11.7% | +2.1% | -13.7% | -12.7% |
| 3M | -27.3% | +2.3% | -29.5% | -28.2% |
| 6M | -42.9% | +22.5% | -65.4% | -50.5% |
| YTD | +29.5% | +27.2% | +2.3% | -4.7% |
| 1Y | +21.0% | +28.0% | -7.0% | -10.2% |
| All | +21.0% | +29.8% | -8.7% | -10.2% |
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