+60,798.0%
EME vs VICR
+1,573.1%
+59,224.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.4% | -1.5% |
| 7D | +2.7% | +1.3% | +1.5% | +2.5% |
| 30D | -6.8% | -11.9% | +5.1% | -4.7% |
| 3M | -8.8% | -35.1% | +26.3% | -1.8% |
| 6M | +5.0% | +8.1% | -3.2% | -0.2% |
| YTD | +23.5% | +67.8% | -44.3% | +6.7% |
| 1Y | +21.3% | +267.3% | -246.0% | -11.8% |
| 3Y | +241.1% | +191.2% | +49.8% | +144.3% |
| 5Y | +549.2% | +48.1% | +501.1% | +378.6% |
| 10Y | +1,306.4% | +1,546.1% | -239.7% | +473.4% |
| All | +60,798.0% | +1,573.1% | +59,224.9% | +11,835.5% |
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 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