+158.9%
VEA vs EMB
+126.0%
+32.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | +2.3% | -0.9% | +3.2% | +3.1% |
| 30D | +0.2% | +0.4% | -0.2% | -0.1% |
| 3M | -5.3% | -3.1% | -2.2% | -2.7% |
| 6M | -0.9% | -2.1% | +1.1% | +1.0% |
| YTD | +12.2% | -1.1% | +13.3% | +13.7% |
| 1Y | +16.1% | -0.1% | +16.1% | +16.6% |
| 3Y | +73.0% | +29.6% | +43.4% | +41.2% |
| 5Y | +53.7% | +7.2% | +46.5% | +45.4% |
| 10Y | +159.3% | +35.5% | +123.8% | +111.2% |
| All | +158.9% | +126.0% | +32.9% | +81.2% |
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