+318.7%
EAT vs VICR
+42.6%
+276.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.2% |
| 7D | -6.2% | -0.4% | -5.8% | -6.2% |
| 30D | -3.0% | -15.6% | +12.5% | -0.9% |
| 3M | +45.6% | -35.4% | +81.0% | +51.9% |
| 6M | +53.5% | +1.3% | +52.3% | +44.8% |
| YTD | +49.6% | +62.5% | -12.9% | +28.6% |
| 1Y | +38.9% | +255.5% | -216.5% | +1.4% |
| 3Y | +589.7% | +182.0% | +407.7% | +390.5% |
| 5Y | +318.7% | +42.9% | +275.8% | +177.1% |
| All | +318.7% | +42.6% | +276.1% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling