+1,179.1%
VST vs EME
+910.4%
+268.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +19.2% | +11.3% | +7.8% | +11.6% |
| 30D | -17.2% | -14.6% | -2.6% | -8.1% |
| 3M | -8.1% | -20.4% | +12.3% | +6.0% |
| 6M | -8.1% | -28.3% | +20.1% | +11.7% |
| YTD | -16.3% | +8.6% | -24.8% | -22.2% |
| 1Y | -24.1% | +3.2% | -27.3% | -27.1% |
| 3Y | +300.2% | +216.8% | +83.5% | +127.7% |
| 5Y | +645.9% | +417.5% | +228.4% | +230.4% |
| All | +1,179.1% | +910.4% | +268.8% | +314.5% |
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