+623.0%
VTI vs EMB
+126.0%
+497.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +2.5% | -0.9% | +3.4% | +3.3% |
| 30D | -1.5% | +0.4% | -1.9% | -1.8% |
| 3M | -3.2% | -3.1% | -0.1% | -0.8% |
| 6M | +2.3% | -2.1% | +4.4% | +4.0% |
| YTD | +11.6% | -1.1% | +12.7% | +12.8% |
| 1Y | +13.8% | -0.1% | +13.8% | +14.0% |
| 3Y | +77.4% | +29.6% | +47.8% | +47.5% |
| 5Y | +64.6% | +7.2% | +57.4% | +55.8% |
| 10Y | +290.6% | +35.5% | +255.1% | +227.6% |
| All | +623.0% | +126.0% | +497.0% | +416.9% |
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