+5,713.9%
EFX vs VICR
+11,731.3%
-6,017.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.5% |
| 7D | -9.4% | +1.3% | -10.6% | -9.6% |
| 30D | -6.9% | -11.9% | +5.1% | -6.0% |
| 3M | +0.1% | -35.1% | +35.3% | +3.0% |
| 6M | -17.3% | +8.1% | -25.5% | -22.2% |
| YTD | -21.8% | +67.8% | -89.6% | -31.2% |
| 1Y | -32.5% | +267.3% | -299.8% | -47.1% |
| 3Y | -12.3% | +191.2% | -203.6% | -32.3% |
| 5Y | -36.6% | +48.1% | -84.7% | -49.6% |
| 10Y | +41.0% | +1,546.1% | -1,505.1% | -22.7% |
| All | +5,713.9% | +11,731.3% | -6,017.4% | +2,020.4% |
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