-25.1%
VST vs EME
+2.7%
-27.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | -0.4% |
| 7D | +10.9% | +4.3% | +6.6% | +8.0% |
| 30D | -15.6% | -14.4% | -1.2% | -7.3% |
| 3M | -7.8% | -18.3% | +10.6% | +3.6% |
| 6M | -12.0% | -28.3% | +16.4% | +8.9% |
| YTD | -16.9% | +9.2% | -26.1% | -31.3% |
| 1Y | -25.1% | +4.3% | -29.3% | -35.1% |
| All | -25.1% | +2.7% | -27.8% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling