+1,216.9%
VST vs EME
+1,213.6%
+3.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.5% |
| 7D | +8.9% | +1.9% | +7.0% | +7.7% |
| 30D | +6.2% | -8.3% | +14.5% | +11.5% |
| 3M | -2.7% | -10.7% | +8.0% | +2.8% |
| 6M | -8.4% | +1.9% | -10.3% | -11.2% |
| YTD | -7.2% | +23.5% | -30.7% | -20.5% |
| 1Y | -20.9% | +18.0% | -38.9% | -31.0% |
| 3Y | +384.0% | +236.1% | +147.9% | +163.8% |
| 5Y | +757.1% | +527.9% | +229.2% | +245.8% |
| All | +1,216.9% | +1,213.6% | +3.3% | +311.6% |
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