+128.5%
EEM vs VCLT
+17.1%
+111.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -1.4% | +0.1% | -0.7% |
| 30D | +2.1% | -1.2% | +3.3% | +2.6% |
| 3M | +1.0% | -4.8% | +5.8% | +3.2% |
| 6M | +15.9% | -2.6% | +18.5% | +17.4% |
| YTD | +24.6% | -3.3% | +28.0% | +26.7% |
| 1Y | +32.3% | -4.8% | +37.1% | +35.3% |
| 3Y | +85.9% | +11.5% | +74.4% | +78.1% |
| 5Y | +45.4% | -17.0% | +62.3% | +54.7% |
| All | +128.5% | +17.1% | +111.4% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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