-84.1%
EMBC vs VT
+68.7%
-152.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +4.4% | +2.4% | +2.0% | +2.2% |
| 30D | +4.5% | -1.5% | +6.0% | +6.1% |
| 3M | +26.7% | -4.1% | +30.8% | +31.9% |
| 6M | +108.1% | +0.6% | +107.5% | +106.7% |
| YTD | -44.6% | +11.0% | -55.6% | -51.0% |
| 1Y | -53.7% | +13.3% | -67.0% | -60.0% |
| 3Y | -51.1% | +73.4% | -124.5% | -72.3% |
| All | -84.1% | +68.7% | -152.8% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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