-29.9%
VST vs EMR
+30.5%
-60.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.5% |
| 7D | -6.0% | +0.7% | -6.7% | -6.3% |
| 30D | -18.8% | +3.5% | -22.3% | -19.9% |
| 3M | -8.0% | +5.9% | -14.0% | -10.3% |
| 6M | -10.9% | +19.4% | -30.4% | -17.7% |
| YTD | -18.3% | +27.7% | -46.0% | -28.8% |
| 1Y | -29.9% | +30.9% | -60.8% | -39.4% |
| All | -29.9% | +30.5% | -60.4% | -39.4% |
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