+36.3%
EMB vs VFC
-47.4%
+83.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.4% | -1.4% | +1.0% | -0.3% |
| 30D | +1.1% | +30.7% | -29.6% | -1.0% |
| 3M | -2.0% | +40.6% | -42.6% | -4.6% |
| 6M | -1.9% | +16.5% | -18.4% | -3.4% |
| YTD | -0.5% | +16.2% | -16.7% | -2.3% |
| 1Y | +0.1% | +42.4% | -42.4% | -3.3% |
| 3Y | +29.7% | +48.1% | -18.4% | +19.9% |
| 5Y | +8.1% | -67.8% | +75.9% | +16.5% |
| 10Y | +36.3% | -48.5% | +84.7% | +39.5% |
| All | +36.3% | -47.4% | +83.7% | +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