+39.7%
EFX vs VICR
+1,679.8%
-1,640.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.6% | -0.6% |
| 7D | -4.5% | +5.0% | -9.5% | -5.1% |
| 30D | -6.1% | -12.5% | +6.4% | -5.2% |
| 3M | +6.2% | -33.6% | +39.8% | +8.8% |
| 6M | -11.2% | +10.7% | -21.9% | -17.2% |
| YTD | -21.4% | +80.6% | -102.0% | -32.4% |
| 1Y | -34.3% | +288.4% | -322.7% | -50.2% |
| 3Y | -12.5% | +213.8% | -226.3% | -35.2% |
| 5Y | -35.6% | +58.8% | -94.4% | -51.0% |
| All | +39.7% | +1,679.8% | -1,640.1% | -15.9% |
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 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