+12,157.4%
EAT vs VICR
+12,032.4%
+125.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -0.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +1.9% | -13.9% | +15.8% | +4.0% |
| 3M | +68.7% | -38.4% | +107.1% | +78.2% |
| 6M | +66.9% | -7.2% | +74.1% | +60.6% |
| YTD | +60.4% | +72.0% | -11.6% | +37.8% |
| 1Y | +44.0% | +263.3% | -219.3% | +6.7% |
| 3Y | +604.7% | +173.3% | +431.4% | +416.4% |
| 5Y | +347.0% | +47.3% | +299.7% | +238.6% |
| 10Y | +390.8% | +1,495.2% | -1,104.4% | +146.0% |
| All | +12,157.4% | +12,032.4% | +125.0% | +3,928.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling