-34.3%
EFX vs VICR
+293.8%
-328.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.6% | +1.5% |
| 7D | -4.5% | +5.0% | -9.5% | -4.1% |
| 30D | -6.1% | -12.5% | +6.4% | -6.8% |
| 3M | +6.2% | -33.6% | +39.8% | +4.4% |
| 6M | -11.2% | +10.7% | -21.9% | -13.9% |
| YTD | -21.4% | +80.6% | -102.0% | -25.1% |
| 1Y | -34.3% | +288.4% | -322.7% | -38.5% |
| All | -34.3% | +293.8% | -328.1% | -38.5% |
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