+1,710.0%
EL vs VICR
+868.1%
+841.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.5% |
| 7D | +1.5% | +8.3% | -6.8% | +0.5% |
| 30D | +10.0% | -35.2% | +45.2% | +14.7% |
| 3M | +28.4% | -29.8% | +58.2% | +31.0% |
| 6M | +37.1% | -48.6% | +85.6% | +42.4% |
| YTD | +7.8% | +45.1% | -37.3% | -4.1% |
| 1Y | +26.0% | +79.6% | -53.5% | +9.0% |
| 3Y | +3.8% | +335.4% | -331.6% | -23.9% |
| 5Y | -65.2% | -1.0% | -64.2% | -71.0% |
| 10Y | +62.1% | +993.1% | -931.0% | -3.9% |
| All | +1,710.0% | +868.1% | +841.9% | +757.3% |
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