+45.0%
EEM vs VICR
+57.6%
-12.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.9% | -0.1% |
| 7D | -1.3% | +5.0% | -6.2% | -1.9% |
| 30D | +2.1% | -12.5% | +14.6% | +3.4% |
| 3M | +1.0% | -33.6% | +34.6% | +4.9% |
| 6M | +15.9% | +10.7% | +5.2% | +12.2% |
| YTD | +24.6% | +80.6% | -55.9% | +14.1% |
| 1Y | +32.3% | +288.4% | -256.1% | +10.7% |
| 3Y | +85.9% | +213.8% | -127.9% | +52.5% |
| All | +45.0% | +57.6% | -12.7% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 5y: compounded portfolio wealth divided by compounded VICR 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…
5y analysis · Full analysis span regression · 6 months rolling