+49.7%
EMB vs VTEB
+25.1%
+24.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.1% |
| 7D | -1.1% | -1.2% | +0.1% | +0.1% |
| 30D | -1.1% | -2.9% | +1.8% | +1.7% |
| 3M | -0.8% | -3.2% | +2.4% | +2.3% |
| 6M | -0.1% | -2.6% | +2.6% | +2.5% |
| YTD | +0.4% | -1.8% | +2.3% | +2.3% |
| 1Y | +3.3% | +0.2% | +3.1% | +3.1% |
| 3Y | +29.0% | +8.2% | +20.8% | +20.0% |
| 5Y | +6.3% | +0.8% | +5.5% | +4.5% |
| 10Y | +29.7% | +17.7% | +12.0% | +16.5% |
| All | +49.7% | +25.1% | +24.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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