+605.0%
EAT vs VICR
+187.3%
+417.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.7% |
| 7D | -6.8% | +1.3% | -8.0% | -6.9% |
| 30D | -5.4% | -11.9% | +6.6% | -4.2% |
| 3M | +42.8% | -35.1% | +77.9% | +47.2% |
| 6M | +56.5% | +8.1% | +48.4% | +47.4% |
| YTD | +50.0% | +67.8% | -17.7% | +31.9% |
| 1Y | +38.3% | +267.3% | -229.0% | +5.6% |
| All | +605.0% | +187.3% | +417.7% | +452.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling