-18.0%
ELF vs VICR
+272.1%
-290.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +1.7% |
| 7D | +5.4% | +0.4% | +4.9% | +5.3% |
| 30D | +27.0% | -13.9% | +40.9% | +27.8% |
| 3M | +113.2% | -38.4% | +151.6% | +118.4% |
| 6M | +36.6% | -7.2% | +43.8% | +29.1% |
| YTD | +44.2% | +72.0% | -27.8% | +18.0% |
| 1Y | -18.0% | +263.3% | -281.3% | -42.4% |
| All | -18.0% | +272.1% | -290.1% | -42.4% |
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 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