+7.1%
EMB vs VMC
+53.2%
-46.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | -0.5% | -9.1% | +8.6% | +0.9% |
| 3M | +0.3% | -4.1% | +4.5% | +0.7% |
| 6M | +1.2% | -5.5% | +6.7% | +1.7% |
| YTD | +1.5% | -8.9% | +10.4% | +2.3% |
| 1Y | +4.8% | -12.9% | +17.7% | +6.3% |
| 3Y | +30.4% | +22.1% | +8.2% | +22.8% |
| All | +7.1% | +53.2% | -46.2% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling