+297.5%
VST vs EMR
+109.0%
+188.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.4% | +2.9% | +4.3% |
| 7D | -0.5% | +2.1% | -2.7% | -2.1% |
| 30D | -17.1% | +4.8% | -21.8% | -19.7% |
| 3M | -4.6% | +7.5% | -12.1% | -9.5% |
| 6M | -9.1% | +20.9% | -29.9% | -20.9% |
| YTD | -16.6% | +29.2% | -45.8% | -33.3% |
| 1Y | -29.5% | +33.0% | -62.4% | -45.1% |
| 3Y | +297.5% | +109.8% | +187.8% | +147.4% |
| All | +297.5% | +109.0% | +188.5% | +147.4% |
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 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