+280.0%
EMR vs VCIT
+30.3%
+249.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +3.5% | +1.1% | +2.4% | +2.8% |
| 3M | +5.9% | -1.4% | +7.3% | +6.8% |
| 6M | +19.4% | -2.3% | +21.8% | +21.2% |
| YTD | +27.7% | -1.8% | +29.5% | +29.3% |
| 1Y | +30.9% | -1.0% | +31.9% | +32.1% |
| 3Y | +104.2% | +19.3% | +84.9% | +88.7% |
| 5Y | +89.6% | +3.8% | +85.8% | +81.7% |
| 10Y | +280.0% | +30.6% | +249.5% | +343.6% |
| All | +280.0% | +30.3% | +249.8% | +343.6% |
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