+6.6%
EMB vs VO
+32.6%
-26.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.1% | -2.6% | +2.5% | +0.8% |
| 30D | +1.3% | -0.9% | +2.2% | +1.6% |
| 3M | -2.2% | -3.0% | +0.8% | -1.3% |
| 6M | -2.3% | +2.2% | -4.5% | -3.2% |
| YTD | -0.6% | +10.6% | -11.2% | -4.2% |
| 1Y | +0.5% | +12.5% | -12.0% | -3.7% |
| 3Y | +29.4% | +61.4% | -32.0% | +7.9% |
| All | +6.6% | +32.6% | -26.0% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling