-83.9%
EMBC vs VT
+70.2%
-154.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +0.5% |
| 7D | +0.2% | -0.7% | +0.9% | +0.8% |
| 30D | +9.0% | -1.7% | +10.8% | +10.9% |
| 3M | +34.1% | -2.3% | +36.4% | +37.2% |
| 6M | +95.3% | +1.5% | +93.8% | +92.1% |
| YTD | -44.0% | +12.0% | -56.0% | -50.9% |
| 1Y | -52.6% | +12.9% | -65.4% | -58.8% |
| 3Y | -50.5% | +74.9% | -125.4% | -72.3% |
| All | -83.9% | +70.2% | -154.2% | -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