+30.4%
EMB vs VIG
+57.1%
-26.7%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | -0.5% | -2.1% | +1.6% | +0.2% |
| 3M | +0.3% | +3.3% | -3.0% | -0.8% |
| 6M | +1.2% | +9.3% | -8.1% | -2.0% |
| YTD | +1.5% | +10.1% | -8.7% | -2.0% |
| 1Y | +4.8% | +14.7% | -9.9% | -0.2% |
| 3Y | +30.4% | +56.9% | -26.6% | +7.6% |
| All | +30.4% | +57.1% | -26.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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