+5.6%
EMB vs VFC
-6.8%
+12.5%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.1% |
| 30D | -0.3% | -11.6% | +11.3% | +0.3% |
| 3M | -0.4% | -18.1% | +17.7% | +0.3% |
| 6M | +0.1% | -27.4% | +27.5% | +1.1% |
| YTD | +1.6% | -24.8% | +26.4% | +2.5% |
| 1Y | +5.6% | -8.2% | +13.8% | +5.8% |
| All | +5.6% | -6.8% | +12.5% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling