+50.4%
VTRS vs EMB
+131.4%
-81.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +2.1% | -0.3% | +2.4% | +2.3% |
| 3M | +2.6% | -0.3% | +2.9% | +2.9% |
| 6M | +17.8% | +0.7% | +17.0% | +17.2% |
| YTD | +35.7% | +1.3% | +34.4% | +34.5% |
| 1Y | +63.5% | +4.7% | +58.8% | +57.9% |
| 3Y | +85.1% | +30.1% | +55.0% | +51.9% |
| 5Y | +42.5% | +6.9% | +35.6% | +35.0% |
| 10Y | -48.2% | +30.7% | -78.9% | -56.9% |
| All | +50.4% | +131.4% | -81.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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