+12.5%
ELAN vs VICR
+76.0%
-63.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -11.1% | +14.2% | +3.7% |
| 7D | +11.7% | -26.6% | +38.3% | +13.9% |
| 30D | +12.4% | -47.9% | +60.4% | +17.5% |
| 3M | -1.1% | -29.8% | +28.6% | -0.3% |
| 6M | +12.4% | -36.6% | +49.1% | +11.8% |
| YTD | +11.8% | +45.1% | -33.3% | +1.9% |
| 1Y | +12.5% | +80.0% | -67.5% | +3.1% |
| All | +12.5% | +76.0% | -63.5% | +3.1% |
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 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