-100.0%
VIVK vs EME
+3,538.6%
-3,638.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.4% | -3.9% | -6.3% |
| 7D | -7.9% | +2.7% | -10.6% | -7.9% |
| 30D | -42.0% | -6.8% | -35.2% | -42.0% |
| 3M | -92.5% | -8.8% | -83.7% | -92.5% |
| 6M | -98.0% | +5.0% | -103.0% | -98.0% |
| YTD | -97.9% | +23.5% | -121.4% | -97.9% |
| 1Y | -100.0% | +21.3% | -121.3% | -100.0% |
| 3Y | -100.0% | +241.1% | -341.0% | -100.0% |
| 5Y | -100.0% | +549.2% | -649.2% | -100.0% |
| 10Y | -100.0% | +1,306.4% | -1,406.4% | -100.0% |
| All | -100.0% | +3,538.6% | -3,638.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling