+277.7%
ELF vs VICR
+1,479.6%
-1,202.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -3.3% |
| 7D | -6.8% | +1.3% | -8.0% | -7.0% |
| 30D | +5.1% | -11.9% | +17.0% | +6.7% |
| 3M | +79.8% | -35.1% | +114.9% | +88.8% |
| 6M | +29.7% | +8.1% | +21.6% | +20.4% |
| YTD | +31.6% | +67.8% | -36.1% | +10.7% |
| 1Y | -27.9% | +267.3% | -295.2% | -48.2% |
| 3Y | -26.4% | +191.2% | -217.6% | -48.1% |
| 5Y | +235.6% | +48.1% | +187.5% | +145.1% |
| All | +277.7% | +1,479.6% | -1,202.0% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling