+3,260.5%
EME vs VCLT
+103.3%
+3,157.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | +5.2% | +0.3% | +4.8% | +5.1% |
| 30D | -5.4% | -0.6% | -4.8% | -5.3% |
| 3M | -6.1% | -2.2% | -3.9% | -5.8% |
| 6M | +9.7% | -2.9% | +12.5% | +10.2% |
| YTD | +26.6% | -2.1% | +28.6% | +27.0% |
| 1Y | +24.6% | -2.6% | +27.2% | +25.2% |
| 3Y | +249.6% | +12.5% | +237.1% | +245.1% |
| 5Y | +556.6% | -15.3% | +571.8% | +545.9% |
| 10Y | +1,286.6% | +16.6% | +1,270.0% | +1,395.5% |
| All | +3,260.5% | +103.3% | +3,157.2% | +5,705.1% |
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