+235.8%
VNQ vs EMB
+131.9%
+103.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | -2.5% | -0.5% | -2.1% | -2.1% |
| 3M | +1.4% | +0.3% | +1.0% | +1.1% |
| 6M | +4.6% | +1.2% | +3.4% | +3.5% |
| YTD | +10.5% | +1.5% | +9.1% | +9.2% |
| 1Y | +8.4% | +4.8% | +3.6% | +4.2% |
| 3Y | +32.4% | +30.4% | +2.1% | +6.7% |
| 5Y | +5.5% | +7.3% | -1.8% | -1.1% |
| 10Y | +59.1% | +29.7% | +29.4% | +32.4% |
| All | +235.8% | +131.9% | +103.9% | +110.0% |
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