+126.7%
EMB vs VO
+457.3%
-330.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.1% | -2.6% | +2.5% | +0.4% |
| 30D | +1.3% | -0.9% | +2.2% | +1.5% |
| 3M | -2.2% | -3.0% | +0.8% | -1.7% |
| 6M | -2.3% | +2.2% | -4.5% | -2.8% |
| YTD | -0.6% | +10.6% | -11.2% | -2.7% |
| 1Y | +0.5% | +12.5% | -12.0% | -2.0% |
| 3Y | +29.4% | +61.4% | -32.0% | +17.1% |
| 5Y | +6.5% | +33.4% | -26.9% | -0.8% |
| 10Y | +29.8% | +201.5% | -171.8% | +5.3% |
| All | +126.7% | +457.3% | -330.6% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling