+570.7%
EME vs VCLT
-17.2%
+587.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +3.5% | -1.4% | +4.9% | +4.2% |
| 30D | -6.3% | -1.2% | -5.2% | -5.9% |
| 3M | -3.8% | -4.8% | +1.0% | -1.6% |
| 6M | +8.5% | -2.6% | +11.1% | +9.9% |
| YTD | +27.8% | -3.3% | +31.2% | +29.9% |
| 1Y | +22.2% | -4.8% | +27.0% | +25.1% |
| 3Y | +253.5% | +11.5% | +242.0% | +237.9% |
| All | +570.7% | -17.2% | +587.9% | +555.4% |
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