+15,470.5%
ECL vs VICR
+12,032.4%
+3,438.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.4% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | -2.2% | -13.9% | +11.8% | -1.0% |
| 3M | +10.1% | -38.4% | +48.5% | +13.8% |
| 6M | -5.7% | -7.2% | +1.5% | -8.0% |
| YTD | +7.0% | +72.0% | -65.1% | -2.4% |
| 1Y | +2.7% | +263.3% | -260.6% | -14.1% |
| 3Y | +57.7% | +173.3% | -115.5% | +29.9% |
| 5Y | +31.1% | +47.3% | -16.2% | +9.5% |
| 10Y | +150.9% | +1,495.2% | -1,344.3% | +55.7% |
| All | +15,470.5% | +12,032.4% | +3,438.1% | +7,011.0% |
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