+36.2%
EMB vs VFC
-48.6%
+84.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -0.5% |
| 7D | -0.9% | +1.6% | -2.5% | -1.0% |
| 30D | +0.4% | +25.5% | -25.1% | -1.4% |
| 3M | -3.1% | +41.3% | -44.4% | -5.7% |
| 6M | -2.1% | +22.2% | -24.3% | -3.9% |
| YTD | -1.1% | +16.4% | -17.5% | -2.9% |
| 1Y | -0.1% | +38.4% | -38.5% | -3.2% |
| 3Y | +29.6% | +56.2% | -26.6% | +19.2% |
| 5Y | +7.2% | -68.2% | +75.3% | +15.7% |
| All | +36.2% | -48.6% | +84.8% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling