+125.6%
EMB vs VEU
+142.6%
-17.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -0.9% | +2.1% | -3.0% | -1.3% |
| 30D | +0.4% | -0.9% | +1.3% | +0.5% |
| 3M | -3.1% | -5.4% | +2.3% | -2.1% |
| 6M | -2.1% | -1.8% | -0.3% | -1.8% |
| YTD | -1.1% | +10.9% | -12.0% | -3.4% |
| 1Y | -0.1% | +13.6% | -13.6% | -2.8% |
| 3Y | +29.6% | +69.3% | -39.7% | +16.1% |
| 5Y | +7.2% | +48.1% | -40.9% | -2.0% |
| 10Y | +35.5% | +148.0% | -112.5% | +13.5% |
| All | +125.6% | +142.6% | -17.0% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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