+264.5%
EMBJ vs VT
+223.7%
+40.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +0.1% |
| 7D | +2.3% | +0.4% | +2.0% | +1.9% |
| 30D | +8.3% | -2.6% | +10.9% | +12.9% |
| 3M | +5.8% | -3.2% | +9.0% | +11.4% |
| 6M | +29.0% | +0.9% | +28.0% | +27.1% |
| YTD | +20.4% | +11.3% | +9.1% | +3.3% |
| 1Y | +20.4% | +14.0% | +6.4% | -0.5% |
| 3Y | +411.5% | +75.8% | +335.6% | +112.1% |
| 5Y | +352.7% | +57.8% | +294.9% | +132.3% |
| 10Y | +264.5% | +219.8% | +44.7% | -31.7% |
| All | +264.5% | +223.7% | +40.8% | -31.7% |
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