+30.1%
EMB vs VFC
+39.2%
-9.1%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.1% | +11.2% | -11.3% | -0.6% |
| 30D | +1.3% | +41.5% | -40.2% | -0.3% |
| 3M | -2.2% | +38.9% | -41.2% | -3.7% |
| 6M | -2.3% | +6.1% | -8.5% | -2.8% |
| YTD | -0.6% | +14.5% | -15.2% | -1.6% |
| 1Y | +0.5% | +46.0% | -45.5% | -1.6% |
| All | +30.1% | +39.2% | -9.1% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling