-20.9%
VST vs EMR
+19.4%
-40.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.8% |
| 7D | +8.9% | -1.5% | +10.4% | +9.5% |
| 30D | +6.2% | -5.6% | +11.8% | +8.5% |
| 3M | -2.7% | +7.9% | -10.7% | -6.0% |
| 6M | -8.4% | +6.0% | -14.4% | -11.6% |
| YTD | -7.2% | +16.4% | -23.6% | -14.5% |
| 1Y | -20.9% | +16.6% | -37.5% | -27.3% |
| All | -20.9% | +19.4% | -40.3% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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