+30.8%
EMB vs VSH
+181.9%
-151.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | 0.0% | +3.5% | -3.5% | -0.3% |
| 30D | -0.3% | -4.4% | +4.1% | +0.1% |
| 3M | -0.3% | -45.8% | +45.5% | +4.8% |
| 6M | +0.7% | +90.1% | -89.4% | -8.0% |
| YTD | +1.3% | +120.3% | -119.1% | -9.3% |
| 1Y | +4.7% | +112.2% | -107.5% | -6.2% |
| 3Y | +30.1% | +36.6% | -6.5% | +20.5% |
| 5Y | +6.9% | +67.0% | -60.2% | -4.8% |
| All | +30.8% | +181.9% | -151.2% | +5.8% |
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