+32.2%
EEM vs VCIT
+3.6%
+28.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -0.8% |
| 7D | +5.3% | -1.4% | +6.7% | +6.7% |
| 30D | -7.0% | +0.8% | -7.8% | -7.8% |
| 3M | -8.0% | -1.7% | -6.3% | -6.5% |
| 6M | -6.6% | -2.1% | -4.6% | -4.7% |
| YTD | +12.3% | -2.0% | +14.4% | +14.8% |
| 1Y | +12.2% | -1.5% | +13.6% | +14.1% |
| 3Y | +71.2% | +19.0% | +52.2% | +50.8% |
| 5Y | +32.2% | +3.8% | +28.5% | +19.7% |
| All | +32.2% | +3.6% | +28.6% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling