+16.6%
EMR vs VIVK
-100.0%
+116.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -12.3% | +14.1% | +1.9% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | -5.6% | -43.6% | +38.0% | -4.9% |
| 3M | +7.9% | -95.1% | +103.1% | +11.7% |
| 6M | +6.0% | -98.2% | +104.2% | +10.5% |
| YTD | +16.4% | -97.9% | +114.4% | +20.1% |
| 1Y | +16.6% | -100.0% | +116.6% | +25.9% |
| All | +16.6% | -100.0% | +116.6% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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