+1,002.6%
VST vs EME
+960.3%
+42.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.2% | +8.3% | +9.2% |
| 7D | -9.8% | -10.5% | +0.7% | -2.9% |
| 30D | -25.1% | -22.4% | -2.7% | -12.0% |
| 3M | -11.6% | -24.7% | +13.1% | +5.3% |
| 6M | -20.9% | -35.5% | +14.5% | +2.3% |
| YTD | -22.3% | -0.3% | -22.0% | -23.8% |
| 1Y | -32.0% | -6.7% | -25.3% | -30.4% |
| 3Y | +262.4% | +190.6% | +71.7% | +120.3% |
| 5Y | +563.4% | +367.3% | +196.1% | +218.5% |
| 10Y | +1,120.7% | +954.5% | +166.2% | +337.3% |
| All | +1,002.6% | +960.3% | +42.2% | +294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling