+567.3%
VRT vs EMR
+80.8%
+486.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.6% |
| 7D | -21.4% | -1.6% | -19.8% | -19.9% |
| 30D | -25.8% | +2.0% | -27.8% | -27.0% |
| 3M | -33.5% | +3.8% | -37.3% | -35.7% |
| 6M | -49.0% | +10.5% | -59.5% | -53.7% |
| YTD | +12.9% | +23.7% | -10.8% | -12.3% |
| 1Y | 0.0% | +25.4% | -25.4% | -23.4% |
| 3Y | +361.8% | +86.6% | +275.2% | +120.9% |
| All | +567.3% | +80.8% | +486.6% | +218.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling