+465.6%
EMR vs VCIT
+98.3%
+367.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -5.6% | -0.8% | -4.9% | -5.5% |
| 3M | +7.9% | -1.0% | +8.9% | +8.2% |
| 6M | +6.0% | -1.8% | +7.9% | +6.5% |
| YTD | +16.4% | -0.7% | +17.1% | +16.7% |
| 1Y | +16.6% | +1.0% | +15.6% | +16.6% |
| 3Y | +62.9% | +18.8% | +44.0% | +59.9% |
| 5Y | +60.1% | +3.5% | +56.6% | +53.0% |
| 10Y | +268.8% | +29.2% | +239.5% | +298.7% |
| All | +465.6% | +98.3% | +367.3% | +928.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling