+131.7%
EMB vs VSH
+352.6%
-220.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.3% |
| 7D | 0.0% | +4.1% | -4.1% | -0.3% |
| 30D | -0.3% | -4.2% | +3.9% | -0.1% |
| 3M | -0.4% | -50.0% | +49.6% | +3.6% |
| 6M | +0.1% | +80.2% | -80.1% | -5.1% |
| YTD | +1.6% | +121.1% | -119.5% | -5.3% |
| 1Y | +5.6% | +112.0% | -106.4% | -1.4% |
| 3Y | +29.8% | +22.5% | +7.3% | +24.2% |
| 5Y | +7.3% | +64.0% | -56.8% | 0.0% |
| 10Y | +30.4% | +170.4% | -139.9% | +16.5% |
| All | +131.7% | +352.6% | -220.9% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling