+125.6%
EMB vs VIG
+561.6%
-436.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.9% | +3.5% | -4.4% | -1.7% |
| 30D | +0.4% | +4.9% | -4.6% | -0.8% |
| 3M | -3.1% | +2.5% | -5.6% | -3.7% |
| 6M | -2.1% | +11.0% | -13.1% | -4.5% |
| YTD | -1.1% | +16.0% | -17.1% | -4.6% |
| 1Y | -0.1% | +17.5% | -17.6% | -3.9% |
| 3Y | +29.6% | +67.0% | -37.4% | +14.6% |
| 5Y | +7.2% | +64.8% | -57.6% | -5.3% |
| 10Y | +35.5% | +263.6% | -228.1% | +3.2% |
| All | +125.6% | +561.6% | -436.0% | +54.9% |
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