+174.4%
VEA vs EMB
+132.1%
+42.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +1.9% | -0.3% | +2.2% | +2.2% |
| 3M | +3.2% | -0.4% | +3.6% | +3.7% |
| 6M | +10.2% | +0.1% | +10.1% | +10.4% |
| YTD | +18.9% | +1.6% | +17.3% | +17.7% |
| 1Y | +29.3% | +5.6% | +23.7% | +24.0% |
| 3Y | +76.8% | +29.8% | +46.9% | +43.9% |
| 5Y | +61.2% | +7.3% | +54.0% | +52.0% |
| 10Y | +163.3% | +30.4% | +132.9% | +117.8% |
| All | +174.4% | +132.1% | +42.2% | +87.6% |
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