+14,235.7%
EBAY vs VICR
+2,067.5%
+12,168.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.6% | +2.1% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | -0.6% | -15.6% | +14.9% | +1.8% |
| 3M | -1.0% | -35.4% | +34.4% | +4.3% |
| 6M | +16.3% | +1.3% | +15.0% | +8.2% |
| YTD | +21.7% | +62.5% | -40.8% | +1.6% |
| 1Y | +16.5% | +255.5% | -238.9% | -18.6% |
| 3Y | +154.2% | +182.0% | -27.8% | +69.7% |
| 5Y | +58.1% | +42.9% | +15.1% | +10.0% |
| 10Y | +273.5% | +1,494.0% | -1,220.5% | +29.8% |
| All | +14,235.7% | +2,067.5% | +12,168.2% | +3,666.1% |
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 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