+910.8%
VUG vs EMB
+132.1%
+778.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -0.3% | -0.3% | 0.0% | -0.1% |
| 3M | -0.7% | -0.4% | -0.3% | -0.3% |
| 6M | +14.6% | +0.1% | +14.5% | +14.7% |
| YTD | +9.0% | +1.6% | +7.4% | +7.9% |
| 1Y | +14.9% | +5.6% | +9.3% | +10.3% |
| 3Y | +86.0% | +29.8% | +56.2% | +53.3% |
| 5Y | +76.7% | +7.3% | +69.4% | +66.2% |
| 10Y | +411.3% | +30.4% | +380.9% | +334.5% |
| All | +910.8% | +132.1% | +778.7% | +630.9% |
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