-25.6%
EFX vs VICR
+272.1%
-297.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.5% | -11.8% | -5.9% |
| 7D | -8.6% | +0.4% | -9.1% | -8.5% |
| 30D | +0.1% | -13.9% | +14.0% | -0.9% |
| 3M | +3.8% | -38.4% | +42.2% | +1.7% |
| 6M | -13.5% | -7.2% | -6.3% | -16.1% |
| YTD | -17.7% | +72.0% | -89.7% | -21.7% |
| 1Y | -25.6% | +263.3% | -288.9% | -30.1% |
| All | -25.6% | +272.1% | -297.7% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling