-22.0%
VST vs EMR
+29.1%
-51.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +6.6% | +2.8% | +3.7% | +5.4% |
| 30D | -12.4% | +3.7% | -16.0% | -13.7% |
| 3M | -9.0% | +2.0% | -11.0% | -9.9% |
| 6M | -6.4% | +22.1% | -28.6% | -13.9% |
| YTD | -17.2% | +27.2% | -44.4% | -26.9% |
| 1Y | -22.0% | +32.0% | -54.0% | -32.6% |
| All | -22.0% | +29.1% | -51.1% | -32.6% |
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 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