+3,911.2%
EMR vs VICR
+12,339.4%
-8,428.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.8% |
| 7D | +3.1% | +9.8% | -6.8% | +1.5% |
| 30D | -3.5% | -12.6% | +9.1% | -1.9% |
| 3M | +9.8% | -29.7% | +39.5% | +14.0% |
| 6M | +10.8% | +18.8% | -8.1% | +4.0% |
| YTD | +15.9% | +76.4% | -60.4% | +1.6% |
| 1Y | +16.4% | +282.4% | -265.9% | -10.8% |
| 3Y | +62.1% | +206.2% | -144.1% | +22.0% |
| 5Y | +62.9% | +53.9% | +9.0% | +25.8% |
| 10Y | +267.8% | +1,572.3% | -1,304.6% | +82.8% |
| All | +3,911.2% | +12,339.4% | -8,428.2% | +1,197.1% |
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