+1,344.7%
EME vs VICR
+1,679.8%
-335.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.2% | -6.8% | +2.2% |
| 7D | +3.5% | +5.0% | -1.5% | +2.5% |
| 30D | -6.3% | -12.5% | +6.1% | -4.2% |
| 3M | -3.8% | -33.6% | +29.8% | +2.5% |
| 6M | +8.5% | +10.7% | -2.2% | +3.2% |
| YTD | +27.8% | +80.6% | -52.8% | +10.5% |
| 1Y | +22.2% | +288.4% | -266.1% | -9.3% |
| 3Y | +253.5% | +213.8% | +39.7% | +158.4% |
| 5Y | +578.6% | +58.8% | +519.8% | +417.9% |
| All | +1,344.7% | +1,679.8% | -335.1% | +508.2% |
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