+35.9%
EIX vs VICR
+978.3%
-942.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.5% |
| 7D | +1.4% | +8.3% | -6.9% | +0.8% |
| 30D | +8.5% | -35.2% | +43.7% | +11.2% |
| 3M | -13.5% | -29.8% | +16.4% | -12.4% |
| 6M | -12.4% | -48.6% | +36.2% | -10.3% |
| YTD | +5.9% | +45.1% | -39.2% | -2.1% |
| 1Y | +7.6% | +79.6% | -72.0% | -2.4% |
| 3Y | +12.8% | +335.4% | -322.6% | -8.8% |
| 5Y | +19.2% | -1.0% | +20.2% | +6.9% |
| All | +35.9% | +978.3% | -942.4% | -11.6% |
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