+131.7%
EMB vs VIG
+533.4%
-401.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -0.3% | -1.0% | +0.7% | -0.1% |
| 3M | -0.4% | +2.8% | -3.2% | -1.1% |
| 6M | +0.1% | +8.2% | -8.1% | -1.8% |
| YTD | +1.6% | +11.0% | -9.4% | -0.9% |
| 1Y | +5.6% | +16.1% | -10.5% | +1.9% |
| 3Y | +29.8% | +56.2% | -26.3% | +16.7% |
| 5Y | +7.3% | +63.0% | -55.7% | -4.9% |
| 10Y | +30.4% | +241.4% | -211.0% | +0.7% |
| All | +131.7% | +533.4% | -401.7% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling