+588.9%
VST vs EME
+358.3%
+230.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.2% | +8.3% | +8.9% |
| 7D | -9.8% | -10.5% | +0.7% | -1.2% |
| 30D | -25.1% | -22.4% | -2.7% | -8.6% |
| 3M | -11.6% | -24.7% | +13.1% | +9.6% |
| 6M | -20.9% | -35.5% | +14.5% | +9.1% |
| YTD | -22.3% | -0.3% | -22.0% | -26.0% |
| 1Y | -32.0% | -6.7% | -25.3% | -31.5% |
| 3Y | +262.4% | +190.6% | +71.7% | +97.1% |
| All | +588.9% | +358.3% | +230.7% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling