+367.4%
EAT vs VICR
+1,679.8%
-1,312.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.2% | -12.2% | -3.3% |
| 7D | -7.7% | +5.0% | -12.7% | -8.8% |
| 30D | -13.6% | -12.5% | -1.1% | -11.8% |
| 3M | +33.9% | -33.6% | +67.5% | +41.0% |
| 6M | +47.2% | +10.7% | +36.5% | +33.6% |
| YTD | +48.1% | +80.6% | -32.5% | +18.1% |
| 1Y | +33.7% | +288.4% | -254.7% | -13.8% |
| 3Y | +595.8% | +213.8% | +382.0% | +331.4% |
| 5Y | +314.4% | +58.8% | +255.5% | +175.4% |
| All | +367.4% | +1,679.8% | -1,312.4% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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