+125.6%
EMB vs VMC
+320.7%
-195.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | -3.1% | +0.6% | -3.7% | -3.2% |
| 6M | -2.1% | +2.1% | -4.1% | -2.4% |
| YTD | -1.1% | -1.6% | +0.5% | -1.3% |
| 1Y | -0.1% | -1.2% | +1.1% | -0.3% |
| 3Y | +29.6% | +35.3% | -5.7% | +25.2% |
| 5Y | +7.2% | +43.6% | -36.4% | +2.5% |
| 10Y | +35.5% | +126.7% | -91.3% | +22.5% |
| All | +125.6% | +320.7% | -195.1% | +86.0% |
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 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