+13.5%
EL vs VICR
+293.8%
-280.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.5% | +0.3% |
| 7D | -6.5% | +5.0% | -11.5% | -6.6% |
| 30D | +11.1% | -12.5% | +23.6% | +11.1% |
| 3M | +10.7% | -33.6% | +44.3% | +11.4% |
| 6M | +6.9% | +10.7% | -3.8% | -0.2% |
| YTD | -6.3% | +80.6% | -86.9% | -15.7% |
| 1Y | +13.5% | +288.4% | -274.9% | -3.7% |
| All | +13.5% | +293.8% | -280.3% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling