+402.8%
VUG vs EMB
+36.5%
+366.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.6% |
| 7D | +2.5% | -0.9% | +3.4% | +3.7% |
| 30D | -6.3% | +0.4% | -6.6% | -6.7% |
| 3M | -6.0% | -3.1% | -2.9% | -2.3% |
| 6M | -3.5% | -2.1% | -1.5% | -0.9% |
| YTD | +3.9% | -1.1% | +5.0% | +5.7% |
| 1Y | +5.1% | -0.1% | +5.2% | +5.5% |
| 3Y | +77.9% | +29.6% | +48.3% | +31.6% |
| 5Y | +62.4% | +7.2% | +55.2% | +51.2% |
| All | +402.8% | +36.5% | +366.4% | +288.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling