+126.7%
EMB vs VO
+472.3%
-345.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | +0.9% | +0.5% | +0.4% | +0.8% |
| 3M | -2.1% | -1.1% | -1.0% | -1.9% |
| 6M | -2.2% | +6.4% | -8.6% | -3.5% |
| YTD | -0.6% | +13.5% | -14.2% | -3.2% |
| 1Y | +0.2% | +13.6% | -13.4% | -2.5% |
| 3Y | +29.5% | +65.2% | -35.7% | +16.6% |
| 5Y | +8.0% | +37.7% | -29.7% | 0.0% |
| 10Y | +35.3% | +198.4% | -163.0% | +9.7% |
| All | +126.7% | +472.3% | -345.6% | +62.9% |
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