+127.9%
EMB vs VFC
+108.6%
+19.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.4% | -1.4% | +1.0% | -0.3% |
| 30D | +1.5% | +30.7% | -29.2% | -0.4% |
| 3M | -1.6% | +40.6% | -42.2% | -4.0% |
| 6M | -1.5% | +16.5% | -18.0% | -2.9% |
| YTD | -0.1% | +16.2% | -16.2% | -1.7% |
| 1Y | +0.5% | +42.4% | -41.9% | -2.7% |
| 3Y | +30.2% | +48.1% | -17.8% | +21.6% |
| 5Y | +8.6% | -67.8% | +76.4% | +13.6% |
| 10Y | +36.9% | -48.5% | +85.3% | +35.9% |
| All | +127.9% | +108.6% | +19.3% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling