+36.3%
EMB vs VSH
+141.4%
-105.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | -0.7% |
| 7D | -0.4% | +12.8% | -13.2% | -1.7% |
| 30D | +1.1% | -9.0% | +10.1% | +1.5% |
| 3M | -2.0% | -12.2% | +10.2% | -1.6% |
| 6M | -1.9% | -15.9% | +14.0% | -2.7% |
| YTD | -0.5% | +103.2% | -103.7% | -10.8% |
| 1Y | +0.1% | +108.4% | -108.3% | -10.7% |
| 3Y | +29.7% | +41.6% | -11.9% | +18.4% |
| 5Y | +8.1% | +54.6% | -46.5% | -3.6% |
| 10Y | +36.3% | +138.2% | -101.9% | +12.9% |
| All | +36.3% | +141.4% | -105.2% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling