-1.4%
EIX vs VICR
+202.1%
-203.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +4.4% |
| 7D | +0.9% | +9.8% | -8.9% | +0.5% |
| 30D | -13.5% | -12.6% | -0.9% | -13.1% |
| 3M | -15.3% | -29.7% | +14.4% | -14.6% |
| 6M | -15.3% | +18.8% | -34.2% | -18.5% |
| YTD | +2.7% | +76.4% | -73.7% | -4.3% |
| 1Y | +17.4% | +282.4% | -264.9% | +2.2% |
| All | -1.4% | +202.1% | -203.5% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling