+281.0%
EMBJ vs VT
+221.4%
+59.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.9% |
| 7D | +3.1% | +1.0% | +2.1% | +1.5% |
| 30D | +1.2% | -0.2% | +1.5% | +1.6% |
| 3M | +31.2% | +4.5% | +26.6% | +22.5% |
| 6M | +20.2% | +14.1% | +6.2% | -1.0% |
| YTD | +15.2% | +14.8% | +0.5% | -5.7% |
| 1Y | +23.0% | +21.2% | +1.8% | -7.4% |
| 3Y | +401.4% | +76.6% | +324.8% | +107.2% |
| 5Y | +369.6% | +66.6% | +303.1% | +122.2% |
| 10Y | +281.0% | +222.3% | +58.8% | -25.3% |
| All | +281.0% | +221.4% | +59.6% | -25.3% |
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 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