+501.8%
EMR vs VCIT
+96.6%
+405.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | -4.8% | +0.5% | -5.2% | -4.9% |
| 30D | +0.7% | +2.1% | -1.3% | +0.3% |
| 3M | +0.4% | -1.6% | +2.0% | +0.8% |
| 6M | +18.4% | -1.6% | +20.0% | +18.9% |
| YTD | +23.9% | -1.5% | +25.4% | +24.4% |
| 1Y | +24.7% | -0.4% | +25.1% | +25.0% |
| 3Y | +86.4% | +19.6% | +66.8% | +83.1% |
| 5Y | +83.3% | +3.3% | +80.0% | +75.7% |
| 10Y | +320.2% | +28.9% | +291.3% | +356.9% |
| All | +501.8% | +96.6% | +405.2% | +996.5% |
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