+103.9%
EEM vs VCIT
+96.4%
+7.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -11.9% | +1.9% | -13.9% | -12.9% |
| 3M | -8.8% | -1.4% | -7.3% | -8.0% |
| 6M | -11.6% | -2.1% | -9.5% | -10.5% |
| YTD | +9.0% | -1.6% | +10.6% | +10.2% |
| 1Y | +10.6% | -0.9% | +11.5% | +11.4% |
| 3Y | +64.4% | +20.0% | +44.4% | +51.6% |
| 5Y | +31.0% | +3.1% | +27.9% | +26.6% |
| 10Y | +105.6% | +28.7% | +76.9% | +96.4% |
| All | +103.9% | +96.4% | +7.5% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling