+3,310.4%
V vs EMB
+123.0%
+3,187.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.2% | -0.1% | +2.3% | +2.3% |
| 30D | +13.6% | +1.3% | +12.3% | +12.6% |
| 3M | +14.3% | -2.7% | +17.0% | +16.6% |
| 6M | +33.1% | -2.8% | +35.9% | +35.8% |
| YTD | +21.2% | -1.1% | +22.3% | +22.1% |
| 1Y | +26.4% | 0.0% | +26.4% | +26.3% |
| 3Y | +77.6% | +28.8% | +48.8% | +48.2% |
| 5Y | +102.6% | +6.0% | +96.6% | +93.2% |
| 10Y | +464.4% | +29.1% | +435.3% | +385.7% |
| All | +3,310.4% | +123.0% | +3,187.3% | +2,358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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