+273.0%
EMR vs VIVK
-100.0%
+373.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.4% | +10.0% | +2.6% |
| 7D | -0.4% | -4.4% | +4.0% | -0.4% |
| 30D | -6.8% | -40.8% | +34.0% | -6.3% |
| 3M | +7.5% | -94.1% | +101.6% | +9.7% |
| 6M | +9.9% | -98.2% | +108.0% | +12.8% |
| YTD | +16.0% | -98.0% | +114.0% | +18.3% |
| 1Y | +12.4% | -100.0% | +112.4% | +17.8% |
| 3Y | +60.2% | -100.0% | +160.2% | +66.9% |
| 5Y | +67.9% | -100.0% | +167.9% | +74.8% |
| All | +273.0% | -100.0% | +373.0% | +273.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling