-31.1%
EMBX vs VT
+390.1%
-421.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.2% | +0.4% | -0.3% | +0.1% |
| 30D | 0.0% | +1.0% | -0.9% | -0.1% |
| 3M | +0.8% | +2.4% | -1.6% | +0.3% |
| 6M | +2.1% | +12.0% | -9.9% | -0.1% |
| YTD | +4.6% | +15.3% | -10.8% | +1.7% |
| 1Y | +9.0% | +22.6% | -13.6% | +4.8% |
| 3Y | +14.8% | +74.7% | -59.9% | +2.9% |
| 5Y | -7.3% | +66.1% | -73.5% | -16.5% |
| 10Y | -13.5% | +225.0% | -238.5% | -31.8% |
| All | -31.1% | +390.1% | -421.2% | -50.2% |
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