+29.7%
EMB vs VSH
+179.3%
-149.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.1% | +3.1% | -4.2% | -1.4% |
| 30D | -1.1% | -5.7% | +4.6% | -0.6% |
| 3M | -0.8% | -42.5% | +41.7% | +3.7% |
| 6M | -0.1% | +82.7% | -82.7% | -8.4% |
| YTD | +0.4% | +118.2% | -117.8% | -10.0% |
| 1Y | +3.3% | +109.7% | -106.4% | -7.4% |
| 3Y | +29.0% | +35.3% | -6.3% | +19.6% |
| 5Y | +6.3% | +65.6% | -59.3% | -5.2% |
| All | +29.7% | +179.3% | -149.6% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling