+29.6%
EMB vs VCLT
+17.1%
+12.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.2% | -1.4% | +0.2% | -0.5% |
| 30D | -1.3% | -1.2% | -0.1% | -0.6% |
| 3M | -1.8% | -4.8% | +3.0% | +0.8% |
| 6M | +0.2% | -2.6% | +2.8% | +1.6% |
| YTD | +0.4% | -3.3% | +3.7% | +2.2% |
| 1Y | +2.8% | -4.8% | +7.6% | +5.5% |
| 3Y | +29.1% | +11.5% | +17.6% | +21.5% |
| 5Y | +6.3% | -17.0% | +23.2% | +14.4% |
| All | +29.6% | +17.1% | +12.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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