-2.1%
EME vs VCLT
-3.2%
+1.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.0% | -10.7% | -10.3% |
| 7D | -5.8% | +0.4% | -6.2% | -6.0% |
| 30D | -17.9% | +3.9% | -21.9% | -20.8% |
| 3M | -22.0% | -1.9% | -20.0% | -19.8% |
| 6M | -29.7% | -2.6% | -27.1% | -27.0% |
| YTD | +4.7% | -3.1% | +7.8% | +8.9% |
| 1Y | -2.1% | -3.6% | +1.4% | +1.9% |
| All | -2.1% | -3.2% | +1.1% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling