+296.7%
VST vs EME
+216.1%
+80.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | +6.6% | +8.4% | -1.8% | -0.8% |
| 30D | -12.4% | -11.5% | -0.9% | -1.9% |
| 3M | -9.0% | -20.6% | +11.6% | +11.3% |
| 6M | -6.4% | -28.5% | +22.0% | +24.3% |
| YTD | -17.2% | +8.0% | -25.2% | -29.7% |
| 1Y | -22.0% | +6.8% | -28.8% | -32.9% |
| 3Y | +296.7% | +213.9% | +82.8% | +56.1% |
| All | +296.7% | +216.1% | +80.6% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling