+262.4%
VST vs EMR
+85.7%
+176.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.2% | +10.7% | +10.7% |
| 7D | -9.8% | -1.6% | -8.2% | -9.1% |
| 30D | -25.1% | +2.0% | -27.1% | -26.2% |
| 3M | -11.6% | +3.8% | -15.4% | -14.1% |
| 6M | -20.9% | +10.5% | -31.4% | -26.9% |
| YTD | -22.3% | +23.7% | -46.0% | -35.8% |
| 1Y | -32.0% | +25.4% | -57.4% | -44.6% |
| 3Y | +262.4% | +86.6% | +175.8% | +140.5% |
| All | +262.4% | +85.7% | +176.7% | +140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling