+127.9%
EMB vs VMC
+329.4%
-201.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.4% | -4.3% | +3.9% | 0.0% |
| 30D | +1.5% | +16.2% | -14.7% | +0.2% |
| 3M | -1.6% | -0.8% | -0.8% | -1.6% |
| 6M | -1.5% | +1.2% | -2.7% | -1.8% |
| YTD | -0.1% | +0.5% | -0.5% | -0.5% |
| 1Y | +0.5% | -2.9% | +3.4% | +0.4% |
| 3Y | +30.2% | +37.3% | -7.1% | +25.7% |
| 5Y | +8.6% | +48.8% | -40.2% | +3.5% |
| 10Y | +36.9% | +131.4% | -94.6% | +23.5% |
| All | +127.9% | +329.4% | -201.5% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling