+1,205.2%
VST vs EME
+996.0%
+209.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.3% | 0.0% | +2.7% |
| 7D | -0.5% | -4.4% | +3.9% | +2.9% |
| 30D | -17.1% | -17.3% | +0.2% | -6.1% |
| 3M | -4.6% | -20.0% | +15.4% | +9.7% |
| 6M | -9.1% | -29.1% | +20.0% | +11.3% |
| YTD | -16.6% | +6.9% | -23.6% | -21.8% |
| 1Y | -29.5% | +0.8% | -30.2% | -31.2% |
| 3Y | +297.5% | +214.4% | +83.1% | +128.0% |
| 5Y | +654.5% | +404.2% | +250.4% | +240.1% |
| 10Y | +1,205.2% | +941.9% | +263.3% | +328.2% |
| All | +1,205.2% | +996.0% | +209.2% | +328.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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