+1,179.1%
VST vs EMR
+279.1%
+900.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +19.2% | +2.7% | +16.5% | +17.5% |
| 30D | -17.2% | +2.1% | -19.2% | -18.1% |
| 3M | -8.1% | +2.3% | -10.4% | -9.4% |
| 6M | -8.1% | +22.5% | -30.6% | -18.5% |
| YTD | -16.3% | +27.2% | -43.4% | -28.6% |
| 1Y | -24.1% | +28.0% | -52.1% | -35.6% |
| 3Y | +300.2% | +103.4% | +196.8% | +165.7% |
| 5Y | +645.9% | +88.2% | +557.8% | +406.4% |
| All | +1,179.1% | +279.1% | +900.0% | +514.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling