-2.1%
EME vs VICR
+76.0%
-78.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -11.1% | +1.5% | -7.0% |
| 7D | -5.8% | -26.6% | +20.8% | +1.1% |
| 30D | -17.9% | -47.9% | +30.0% | -5.3% |
| 3M | -22.0% | -29.8% | +7.8% | -17.4% |
| 6M | -29.7% | -36.6% | +6.9% | -26.2% |
| YTD | +4.7% | +45.1% | -40.4% | -15.1% |
| 1Y | -2.1% | +80.0% | -82.1% | -27.5% |
| All | -2.1% | +76.0% | -78.1% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling