+29.3%
VCIT vs EME
+1,278.1%
-1,248.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.2% |
| 7D | +0.1% | +5.2% | -5.1% | -0.1% |
| 30D | -0.8% | -5.4% | +4.6% | -0.6% |
| 3M | -0.5% | -6.1% | +5.6% | -0.4% |
| 6M | -1.4% | +9.7% | -11.0% | -1.8% |
| YTD | -0.8% | +26.6% | -27.4% | -1.6% |
| 1Y | +0.3% | +24.6% | -24.3% | -0.6% |
| 3Y | +19.2% | +249.6% | -230.4% | +13.4% |
| 5Y | +3.6% | +556.6% | -553.0% | -4.0% |
| 10Y | +29.3% | +1,286.6% | -1,257.3% | +17.2% |
| All | +29.3% | +1,278.1% | -1,248.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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