-84.4%
EMBC vs VT
+64.5%
-148.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +0.9% |
| 7D | -3.5% | -4.2% | +0.7% | +0.5% |
| 30D | +6.4% | -5.8% | +12.2% | +12.5% |
| 3M | +77.7% | -5.2% | +82.9% | +87.3% |
| 6M | +63.1% | +0.1% | +63.0% | +62.0% |
| YTD | -45.7% | +8.2% | -53.9% | -50.9% |
| 1Y | -52.8% | +10.1% | -62.9% | -58.1% |
| 3Y | -56.2% | +69.7% | -125.8% | -74.7% |
| All | -84.4% | +64.5% | -148.9% | -90.8% |
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