+131.7%
EMB vs VFC
+35.0%
+96.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 3M | -0.4% | -18.1% | +17.7% | +0.7% |
| 6M | +0.1% | -27.4% | +27.5% | +2.0% |
| YTD | +1.6% | -24.8% | +26.4% | +3.1% |
| 1Y | +5.6% | -8.2% | +13.8% | +5.3% |
| 3Y | +29.8% | -29.1% | +58.9% | +27.8% |
| 5Y | +7.3% | -79.2% | +86.4% | +15.7% |
| 10Y | +30.4% | -68.1% | +98.5% | +34.0% |
| All | +131.7% | +35.0% | +96.7% | +114.9% |
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