+23.8%
EMBD vs VT
+127.9%
-104.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.6% |
| 7D | -0.6% | -4.2% | +3.6% | +0.5% |
| 30D | +0.5% | -5.8% | +6.3% | +2.2% |
| 3M | -3.1% | -5.2% | +2.1% | -1.7% |
| 6M | -2.1% | +0.1% | -2.3% | -2.3% |
| YTD | -1.2% | +8.2% | -9.5% | -3.7% |
| 1Y | +0.3% | +10.1% | -9.8% | -2.6% |
| 3Y | +27.6% | +69.7% | -42.1% | +8.2% |
| 5Y | +12.2% | +53.4% | -41.2% | -4.2% |
| All | +23.8% | +127.9% | -104.1% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling