+3.5%
VCIT vs EME
+358.3%
-354.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | +0.1% | -10.5% | +10.6% | +0.4% |
| 30D | +1.9% | -22.4% | +24.3% | +2.6% |
| 3M | -1.4% | -24.7% | +23.3% | -0.8% |
| 6M | -2.1% | -35.5% | +33.3% | -1.1% |
| YTD | -1.6% | -0.3% | -1.3% | -1.9% |
| 1Y | -0.9% | -6.7% | +5.8% | -1.0% |
| 3Y | +20.0% | +190.6% | -170.7% | +11.9% |
| All | +3.5% | +358.3% | -354.8% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling