+301.5%
EMR vs VCIT
+29.7%
+271.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.4% | +4.4% |
| 7D | +2.1% | +0.7% | +1.4% | +1.7% |
| 30D | +4.8% | +1.8% | +3.0% | +3.6% |
| 3M | +7.5% | -1.6% | +9.0% | +8.5% |
| 6M | +20.9% | -2.1% | +23.0% | +22.4% |
| YTD | +29.2% | -1.6% | +30.7% | +30.6% |
| 1Y | +33.0% | -0.8% | +33.8% | +34.0% |
| 3Y | +109.8% | +19.9% | +89.8% | +93.3% |
| 5Y | +91.9% | +3.3% | +88.6% | +84.0% |
| 10Y | +301.5% | +30.6% | +270.9% | +370.3% |
| All | +301.5% | +29.7% | +271.8% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling