+2,384.9%
ED vs VICR
+12,634.7%
-10,249.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.4% | -0.7% |
| 7D | -0.8% | +5.0% | -5.7% | -1.0% |
| 30D | -0.4% | -12.5% | +12.1% | 0.0% |
| 3M | +0.5% | -33.6% | +34.1% | +1.5% |
| 6M | -3.1% | +10.7% | -13.8% | -4.9% |
| YTD | +9.8% | +80.6% | -70.7% | +5.2% |
| 1Y | +12.6% | +288.4% | -275.8% | +3.7% |
| 3Y | +31.4% | +213.8% | -182.4% | +19.6% |
| 5Y | +69.4% | +58.8% | +10.6% | +55.3% |
| 10Y | +108.7% | +1,671.8% | -1,563.1% | +62.4% |
| All | +2,384.9% | +12,634.7% | -10,249.8% | +1,406.4% |
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 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