+29.6%
EMB vs VMC
+35.0%
-5.4%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | +0.4% | +15.5% | -15.1% | -1.2% |
| 3M | -3.1% | +0.6% | -3.7% | -3.3% |
| 6M | -2.1% | +2.1% | -4.1% | -2.5% |
| YTD | -1.1% | -1.6% | +0.5% | -1.5% |
| 1Y | -0.1% | -1.2% | +1.1% | -0.6% |
| 3Y | +29.6% | +35.3% | -5.7% | +20.8% |
| All | +29.6% | +35.0% | -5.4% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling