+1,110.3%
EIX vs VICR
+12,032.5%
-10,922.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | +0.4% |
| 7D | -19.1% | +0.4% | -19.5% | -19.2% |
| 30D | -16.9% | -13.9% | -3.0% | -16.2% |
| 3M | -20.0% | -38.4% | +18.4% | -18.0% |
| 6M | -21.3% | -7.2% | -14.1% | -22.8% |
| YTD | -1.7% | +72.0% | -73.7% | -8.5% |
| 1Y | +9.6% | +263.3% | -253.7% | -4.5% |
| 3Y | -3.7% | +173.3% | -176.9% | -16.7% |
| 5Y | +22.6% | +47.3% | -24.7% | +6.7% |
| 10Y | +17.7% | +1,495.2% | -1,477.5% | -18.9% |
| All | +1,110.3% | +12,032.5% | -10,922.1% | +552.2% |
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