+136.1%
EEM vs VCIT
+98.3%
+37.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.3% | -0.3% | +2.7% | +2.5% |
| 30D | +4.5% | -0.8% | +5.3% | +5.0% |
| 3M | -0.1% | -1.0% | +0.9% | +0.6% |
| 6M | +16.9% | -1.8% | +18.8% | +18.3% |
| YTD | +26.2% | -0.7% | +26.9% | +26.9% |
| 1Y | +40.5% | +1.0% | +39.5% | +40.2% |
| 3Y | +86.2% | +18.8% | +67.3% | +72.3% |
| 5Y | +45.5% | +3.5% | +42.0% | +40.0% |
| 10Y | +128.6% | +29.2% | +99.4% | +117.0% |
| All | +136.1% | +98.3% | +37.8% | +213.7% |
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 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