-100.0%
VIVK vs EMB
+116.7%
-216.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.7% |
| 7D | +13.1% | +0.3% | +12.8% | +12.8% |
| 30D | -29.7% | -0.5% | -29.2% | -29.5% |
| 3M | -93.0% | +0.3% | -93.3% | -93.0% |
| 6M | -98.0% | +1.2% | -99.1% | -98.0% |
| YTD | -97.8% | +1.5% | -99.2% | -97.8% |
| 1Y | -100.0% | +4.8% | -104.8% | -100.0% |
| 3Y | -100.0% | +30.4% | -130.3% | -100.0% |
| 5Y | -100.0% | +7.3% | -107.3% | -100.0% |
| 10Y | -100.0% | +29.7% | -129.7% | -100.0% |
| All | -100.0% | +116.7% | -216.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling