+128.5%
EEM vs VCIT
+28.6%
+99.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -1.3% | -1.2% | -0.1% | -0.2% |
| 30D | +2.1% | -1.6% | +3.6% | +3.5% |
| 3M | +1.0% | -2.3% | +3.3% | +3.1% |
| 6M | +15.9% | -1.9% | +17.8% | +18.2% |
| YTD | +24.6% | -1.8% | +26.5% | +27.0% |
| 1Y | +32.3% | -1.2% | +33.4% | +34.1% |
| 3Y | +85.9% | +18.1% | +67.8% | +64.4% |
| 5Y | +45.4% | +2.3% | +43.1% | +42.6% |
| All | +128.5% | +28.6% | +99.9% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling