+160.3%
EBAY vs VICR
+209.3%
-49.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.2% | -8.6% | +2.2% |
| 7D | +4.2% | +5.0% | -0.8% | +4.0% |
| 30D | +5.6% | -12.5% | +18.1% | +6.0% |
| 3M | -1.4% | -33.6% | +32.2% | -0.3% |
| 6M | +18.2% | +10.7% | +7.5% | +14.3% |
| YTD | +24.8% | +80.6% | -55.7% | +16.5% |
| 1Y | +18.0% | +288.4% | -270.3% | +4.4% |
| 3Y | +160.3% | +213.8% | -53.5% | +128.5% |
| All | +160.3% | +209.3% | -49.0% | +128.5% |
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