+405.3%
VUG vs EMB
+35.7%
+369.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | -1.1% | -0.4% | -0.7% | -0.5% |
| 30D | -7.0% | +1.1% | -8.1% | -8.2% |
| 3M | -3.7% | -2.0% | -1.7% | -1.2% |
| 6M | -1.6% | -1.9% | +0.3% | +0.9% |
| YTD | +5.1% | -0.5% | +5.7% | +6.1% |
| 1Y | +3.8% | +0.1% | +3.7% | +4.0% |
| 3Y | +79.9% | +29.7% | +50.2% | +32.9% |
| 5Y | +66.4% | +8.1% | +58.3% | +53.4% |
| 10Y | +405.3% | +36.3% | +369.0% | +287.9% |
| All | +405.3% | +35.7% | +369.6% | +287.9% |
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 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