+105.0%
ED vs VICR
+1,501.2%
-1,396.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.7% |
| 7D | -1.9% | -0.4% | -1.5% | -1.9% |
| 30D | +0.1% | -15.6% | +15.7% | +0.2% |
| 3M | 0.0% | -35.4% | +35.4% | +0.3% |
| 6M | -2.5% | +1.3% | -3.8% | -3.3% |
| YTD | +10.1% | +62.5% | -52.3% | +8.0% |
| 1Y | +13.6% | +255.5% | -241.9% | +9.2% |
| 3Y | +32.4% | +182.0% | -149.5% | +26.5% |
| 5Y | +69.9% | +42.9% | +26.9% | +63.6% |
| All | +105.0% | +1,501.2% | -1,396.2% | +74.5% |
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 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