+311.3%
EMR vs VCIT
+28.8%
+282.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +2.0% | +1.9% | 0.0% | +0.8% |
| 3M | +3.8% | -1.4% | +5.3% | +4.7% |
| 6M | +10.5% | -2.1% | +12.7% | +12.0% |
| YTD | +23.7% | -1.6% | +25.3% | +25.1% |
| 1Y | +25.4% | -0.9% | +26.3% | +26.4% |
| 3Y | +86.6% | +20.0% | +66.6% | +72.4% |
| 5Y | +83.0% | +3.1% | +79.9% | +75.4% |
| All | +311.3% | +28.8% | +282.5% | +373.8% |
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