+152.1%
ECL vs VICR
+1,501.2%
-1,349.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | +0.1% |
| 7D | -2.6% | -0.4% | -2.2% | -2.6% |
| 30D | -4.6% | -15.6% | +11.0% | -3.4% |
| 3M | +6.0% | -35.4% | +41.3% | +8.9% |
| 6M | -3.0% | +1.3% | -4.2% | -6.4% |
| YTD | +4.0% | +62.5% | -58.4% | -5.3% |
| 1Y | +2.0% | +255.5% | -253.5% | -15.8% |
| 3Y | +53.9% | +182.0% | -128.1% | +24.2% |
| 5Y | +27.1% | +42.9% | -15.8% | +5.6% |
| All | +152.1% | +1,501.2% | -1,349.1% | +47.6% |
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