+30.7%
EMB vs VO
+193.0%
-162.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -0.3% | -1.9% | +1.7% | +0.3% |
| 3M | -0.3% | +3.3% | -3.5% | -1.3% |
| 6M | +0.7% | +9.7% | -8.9% | -2.3% |
| YTD | +1.3% | +12.6% | -11.3% | -2.7% |
| 1Y | +4.7% | +13.6% | -9.0% | +0.2% |
| 3Y | +30.1% | +56.8% | -26.7% | +11.4% |
| 5Y | +6.9% | +42.3% | -35.4% | -6.7% |
| 10Y | +30.7% | +199.2% | -168.4% | -9.3% |
| All | +30.7% | +193.0% | -162.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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