-6.7%
EFX vs VICR
+76.0%
-82.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -11.1% | +13.5% | +1.2% |
| 7D | +9.2% | -26.6% | +35.8% | +6.0% |
| 30D | +34.8% | -47.9% | +82.7% | +27.3% |
| 3M | +8.8% | -29.8% | +38.6% | +6.4% |
| 6M | +12.3% | -36.6% | +48.9% | +8.7% |
| YTD | -10.6% | +45.1% | -55.7% | -17.9% |
| 1Y | -6.7% | +80.0% | -86.8% | -14.9% |
| All | -6.7% | +76.0% | -82.7% | -14.9% |
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