+24.0%
EIX vs VICR
+46.6%
-22.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -3.0% |
| 7D | +4.1% | +1.3% | +2.8% | +4.0% |
| 30D | -15.3% | -11.9% | -3.4% | -15.0% |
| 3M | -18.4% | -35.1% | +16.7% | -17.5% |
| 6M | -16.8% | +8.1% | -25.0% | -18.6% |
| YTD | -0.6% | +67.8% | -68.3% | -5.1% |
| 1Y | +10.7% | +267.3% | -256.6% | +0.9% |
| 3Y | -4.5% | +191.2% | -195.7% | -13.5% |
| 5Y | +24.0% | +48.1% | -24.0% | +3.8% |
| All | +24.0% | +46.6% | -22.6% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling