+16,916.7%
ECL vs VICR
+10,497.2%
+6,419.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | -0.5% | +21.9% | -22.4% | -2.4% |
| 30D | +6.6% | -38.4% | +44.9% | +10.6% |
| 3M | +9.6% | -27.2% | +36.8% | +11.1% |
| 6M | +21.6% | -43.7% | +65.3% | +24.3% |
| YTD | +16.9% | +50.3% | -33.4% | +6.5% |
| 1Y | +17.9% | +74.6% | -56.7% | +5.6% |
| 3Y | +76.5% | +351.2% | -274.7% | +36.3% |
| 5Y | +36.6% | +2.5% | +34.1% | +16.9% |
| 10Y | +193.2% | +1,031.9% | -838.7% | +85.7% |
| All | +16,916.7% | +10,497.2% | +6,419.5% | +7,660.7% |
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