+276.1%
EBAY vs VICR
+1,679.8%
-1,403.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.2% | -8.6% | +1.3% |
| 7D | +4.2% | +5.0% | -0.8% | +3.6% |
| 30D | +5.6% | -12.5% | +18.1% | +6.8% |
| 3M | -1.4% | -33.6% | +32.2% | +1.6% |
| 6M | +18.2% | +10.7% | +7.5% | +11.5% |
| YTD | +24.8% | +80.6% | -55.7% | +9.4% |
| 1Y | +18.0% | +288.4% | -270.3% | -8.0% |
| 3Y | +160.3% | +213.8% | -53.5% | +97.0% |
| 5Y | +62.1% | +58.8% | +3.3% | +26.7% |
| All | +276.1% | +1,679.8% | -1,403.7% | +100.8% |
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