+20.0%
ELF vs VICR
+325.1%
-305.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.3% | -8.6% | +1.1% |
| 7D | +7.8% | -6.5% | +14.4% | +8.5% |
| 30D | +9.3% | -38.5% | +47.8% | +15.8% |
| 3M | +21.2% | -26.1% | +47.3% | +23.2% |
| 6M | +96.1% | -36.2% | +132.4% | +96.7% |
| YTD | +57.0% | +49.2% | +7.8% | +24.1% |
| 1Y | +61.9% | +87.0% | -25.2% | +20.5% |
| 3Y | +20.0% | +350.4% | -330.4% | -39.6% |
| All | +20.0% | +325.1% | -305.1% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling