+1,719.4%
EL vs VICR
+923.2%
+796.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -4.9% | -1.4% |
| 7D | +0.3% | +5.7% | -5.4% | -0.6% |
| 30D | +12.3% | -35.2% | +47.5% | +17.0% |
| 3M | +28.4% | -20.3% | +48.7% | +28.9% |
| 6M | +36.7% | -46.3% | +83.0% | +41.2% |
| YTD | +8.4% | +53.4% | -45.0% | -4.2% |
| 1Y | +25.4% | +81.6% | -56.2% | +8.3% |
| 3Y | +3.4% | +360.5% | -357.1% | -24.7% |
| 5Y | -64.8% | +4.4% | -69.2% | -70.9% |
| 10Y | +63.0% | +1,055.3% | -992.4% | -4.0% |
| All | +1,719.4% | +923.2% | +796.2% | +756.1% |
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