+82.6%
ED vs VICR
-1.1%
+83.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.3% |
| 7D | +2.1% | +8.3% | -6.2% | +2.3% |
| 30D | +10.4% | -35.2% | +45.6% | +9.7% |
| 3M | +12.5% | -29.8% | +42.4% | +12.1% |
| 6M | +14.9% | -48.6% | +63.5% | +14.2% |
| YTD | +24.8% | +45.1% | -20.3% | +25.5% |
| 1Y | +23.8% | +79.6% | -55.7% | +24.7% |
| 3Y | +51.6% | +335.4% | -283.7% | +51.6% |
| All | +82.6% | -1.1% | +83.7% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling