-100.0%
VIVK vs EMB
+30.3%
-130.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.3% |
| 7D | -4.4% | -1.2% | -3.2% | -3.5% |
| 30D | -40.8% | -1.3% | -39.6% | -40.3% |
| 3M | -94.1% | -1.8% | -92.4% | -94.1% |
| 6M | -98.2% | +0.2% | -98.4% | -98.2% |
| YTD | -98.0% | +0.4% | -98.4% | -98.0% |
| 1Y | -100.0% | +2.8% | -102.8% | -100.0% |
| 3Y | -100.0% | +29.1% | -129.1% | -100.0% |
| 5Y | -100.0% | +6.3% | -106.3% | -100.0% |
| All | -100.0% | +30.3% | -130.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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