+897.3%
VST vs EMR
+287.7%
+609.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.6% | -1.6% | -3.6% |
| 7D | -19.9% | -4.8% | -15.1% | -17.8% |
| 30D | -29.7% | +0.7% | -30.4% | -30.0% |
| 3M | -19.6% | +0.4% | -20.0% | -20.0% |
| 6M | -29.4% | +18.4% | -47.8% | -36.3% |
| YTD | -29.7% | +23.9% | -53.6% | -39.2% |
| 1Y | -40.0% | +24.7% | -64.7% | -48.4% |
| 3Y | +231.0% | +86.4% | +144.6% | +130.2% |
| 5Y | +500.1% | +83.3% | +416.7% | +314.3% |
| 10Y | +1,004.2% | +320.2% | +684.0% | +414.1% |
| All | +897.3% | +287.7% | +609.7% | +378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling