+131.7%
EMB vs VICR
+1,324.8%
-1,193.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.2% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -0.3% | -13.9% | +13.6% | +0.2% |
| 3M | -0.4% | -38.4% | +38.0% | +1.1% |
| 6M | +0.1% | -7.2% | +7.3% | -0.8% |
| YTD | +1.6% | +72.0% | -70.4% | -2.3% |
| 1Y | +5.6% | +263.3% | -257.7% | -2.2% |
| 3Y | +29.8% | +173.3% | -143.4% | +19.6% |
| 5Y | +7.3% | +47.3% | -40.0% | -0.9% |
| 10Y | +30.4% | +1,495.2% | -1,464.7% | +6.9% |
| All | +131.7% | +1,324.8% | -1,193.1% | +75.6% |
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