+46.7%
EEM vs VCLT
-16.3%
+63.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +5.1% | +0.1% | +5.0% | +5.0% |
| 3M | +4.6% | -2.9% | +7.5% | +6.0% |
| 6M | +17.8% | -4.0% | +21.7% | +20.0% |
| YTD | +25.8% | -2.2% | +28.1% | +27.3% |
| 1Y | +36.4% | -2.6% | +39.0% | +38.2% |
| 3Y | +90.0% | +12.3% | +77.7% | +81.9% |
| All | +46.7% | -16.3% | +63.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling