+4.1%
VCIT vs EME
+410.0%
-406.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.4% | +8.4% | -9.8% | -1.6% |
| 30D | +0.6% | -11.5% | +12.1% | +0.9% |
| 3M | -2.2% | -20.6% | +18.4% | -1.7% |
| 6M | -2.3% | -28.5% | +26.2% | -1.5% |
| YTD | -2.2% | +8.0% | -10.2% | -2.7% |
| 1Y | -1.4% | +6.8% | -8.1% | -1.9% |
| 3Y | +18.7% | +213.9% | -195.2% | +10.6% |
| All | +4.1% | +410.0% | -406.0% | -8.7% |
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