-100.0%
VIVK vs EME
+252.2%
-352.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.3% | -11.7% | -7.9% |
| 7D | -4.4% | +3.5% | -7.9% | -4.8% |
| 30D | -40.8% | -6.3% | -34.5% | -40.4% |
| 3M | -94.1% | -3.8% | -90.4% | -94.1% |
| 6M | -98.2% | +8.5% | -106.7% | -98.2% |
| YTD | -98.0% | +27.8% | -125.8% | -98.2% |
| 1Y | -100.0% | +22.2% | -122.2% | -100.0% |
| 3Y | -100.0% | +253.5% | -353.5% | -100.0% |
| All | -100.0% | +252.2% | -352.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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