+301.7%
ELF vs VICR
+978.3%
-676.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.3% | +4.5% |
| 7D | +1.6% | +8.3% | -6.7% | +0.2% |
| 30D | +9.1% | -35.2% | +44.3% | +15.4% |
| 3M | +28.2% | -29.8% | +58.0% | +32.0% |
| 6M | +119.5% | -48.6% | +168.1% | +132.4% |
| YTD | +55.2% | +45.1% | +10.0% | +30.3% |
| 1Y | +58.6% | +79.6% | -21.0% | +27.6% |
| 3Y | +21.3% | +335.4% | -314.1% | -21.7% |
| 5Y | +276.2% | -1.0% | +277.2% | +189.9% |
| All | +301.7% | +978.3% | -676.6% | +93.6% |
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