+1,547.1%
EL vs VICR
+1,076.7%
+470.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.4% |
| 7D | +1.7% | +9.8% | -8.2% | +0.5% |
| 30D | +15.5% | -12.6% | +28.1% | +16.8% |
| 3M | +20.6% | -29.7% | +50.2% | +23.6% |
| 6M | +10.5% | +18.8% | -8.4% | +3.6% |
| YTD | -1.9% | +76.4% | -78.3% | -13.2% |
| 1Y | +16.1% | +282.4% | -266.3% | -8.2% |
| 3Y | -30.2% | +206.2% | -236.4% | -45.7% |
| 5Y | -67.4% | +53.9% | -121.3% | -73.8% |
| 10Y | +31.2% | +1,572.3% | -1,541.1% | -24.6% |
| All | +1,547.1% | +1,076.7% | +470.4% | +676.4% |
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