+2,723.0%
VRT vs EMR
+160.7%
+2,562.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.6% | +3.0% |
| 7D | +9.1% | -1.5% | +10.6% | +10.4% |
| 30D | +0.9% | -5.6% | +6.6% | +5.7% |
| 3M | -13.4% | +7.9% | -21.3% | -17.7% |
| 6M | +11.7% | +6.0% | +5.7% | +7.8% |
| YTD | +73.2% | +16.4% | +56.8% | +52.8% |
| 1Y | +123.4% | +16.6% | +106.8% | +96.8% |
| 3Y | +606.2% | +62.9% | +543.3% | +398.7% |
| 5Y | +899.9% | +60.1% | +839.8% | +616.2% |
| All | +2,723.0% | +160.7% | +2,562.3% | +1,159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling