+136.1%
EEM vs VCLT
+103.4%
+32.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +4.5% | -0.9% | +5.4% | +4.7% |
| 3M | -0.1% | -3.2% | +3.2% | +0.6% |
| 6M | +16.9% | -3.8% | +20.8% | +17.8% |
| YTD | +26.2% | -2.0% | +28.2% | +26.8% |
| 1Y | +40.5% | -0.8% | +41.3% | +40.9% |
| 3Y | +86.2% | +12.3% | +73.9% | +83.2% |
| 5Y | +45.5% | -15.4% | +60.9% | +44.9% |
| 10Y | +128.6% | +15.7% | +112.9% | +135.3% |
| All | +136.1% | +103.4% | +32.7% | +239.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling