+851.2%
EEM vs VICR
+3,135.1%
-2,283.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.5% |
| 7D | +2.0% | +1.3% | +0.7% | +1.7% |
| 30D | +5.1% | -11.9% | +17.0% | +7.4% |
| 3M | +4.6% | -35.1% | +39.7% | +12.3% |
| 6M | +17.8% | +8.1% | +9.6% | +10.2% |
| YTD | +25.8% | +67.8% | -41.9% | +5.7% |
| 1Y | +36.4% | +267.3% | -230.9% | -5.5% |
| 3Y | +90.0% | +191.2% | -101.2% | +26.3% |
| 5Y | +46.6% | +48.1% | -1.5% | +0.8% |
| 10Y | +132.3% | +1,546.1% | -1,413.9% | -29.7% |
| All | +851.2% | +3,135.1% | -2,283.9% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling