+29.6%
EMB vs VICR
+1,679.8%
-1,650.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.2% | -0.6% |
| 7D | -1.2% | +5.0% | -6.2% | -1.4% |
| 30D | -1.3% | -12.5% | +11.2% | -0.8% |
| 3M | -1.8% | -33.6% | +31.8% | -0.5% |
| 6M | +0.2% | +10.7% | -10.5% | -1.7% |
| YTD | +0.4% | +80.6% | -80.2% | -4.1% |
| 1Y | +2.8% | +288.4% | -285.5% | -5.9% |
| 3Y | +29.1% | +213.8% | -184.7% | +16.9% |
| 5Y | +6.3% | +58.8% | -52.6% | -3.1% |
| All | +29.6% | +1,679.8% | -1,650.2% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling