+56.2%
EMR vs VIVK
-100.0%
+156.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.3% |
| 7D | -1.2% | -9.5% | +8.2% | -1.1% |
| 30D | -9.4% | -35.1% | +25.7% | -9.0% |
| 3M | +8.6% | -93.4% | +101.9% | +11.3% |
| 6M | +6.7% | -98.0% | +104.7% | +10.2% |
| YTD | +13.1% | -97.9% | +110.9% | +16.0% |
| 1Y | +12.7% | -100.0% | +112.7% | +18.9% |
| All | +56.2% | -100.0% | +156.2% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling