+30.7%
EMB vs VMC
+146.8%
-116.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.2% |
| 7D | 0.0% | -5.3% | +5.3% | +0.7% |
| 30D | -0.3% | -12.3% | +12.0% | +1.3% |
| 3M | -0.3% | -10.3% | +10.0% | +0.9% |
| 6M | +0.7% | -8.6% | +9.3% | +1.6% |
| YTD | +1.3% | -11.9% | +13.1% | +2.4% |
| 1Y | +4.7% | -13.9% | +18.6% | +6.1% |
| 3Y | +30.1% | +18.2% | +11.9% | +25.7% |
| 5Y | +6.9% | +47.7% | -40.9% | -0.5% |
| 10Y | +30.7% | +152.5% | -121.8% | +12.0% |
| All | +30.7% | +146.8% | -116.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling