+553.4%
EMR vs VIVK
-100.0%
+653.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.4% |
| 7D | +3.1% | +13.1% | -10.0% | +3.1% |
| 30D | -3.5% | -29.7% | +26.1% | -3.5% |
| 3M | +9.8% | -93.0% | +102.7% | +9.9% |
| 6M | +10.8% | -98.0% | +108.8% | +10.9% |
| YTD | +15.9% | -97.8% | +113.7% | +16.0% |
| 1Y | +16.4% | -100.0% | +116.4% | +16.6% |
| 3Y | +62.1% | -100.0% | +162.1% | +62.3% |
| 5Y | +62.9% | -100.0% | +162.9% | +63.2% |
| 10Y | +267.8% | -100.0% | +367.8% | +269.9% |
| All | +553.4% | -100.0% | +653.4% | +594.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling