+245.2%
ELF vs VICR
+53.8%
+191.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.4% | -5.2% |
| 7D | -1.2% | +9.8% | -11.0% | -2.5% |
| 30D | +5.9% | -12.6% | +18.5% | +7.4% |
| 3M | +99.5% | -29.7% | +129.2% | +105.9% |
| 6M | +26.5% | +18.8% | +7.7% | +16.1% |
| YTD | +37.2% | +76.4% | -39.2% | +15.7% |
| 1Y | -24.4% | +282.4% | -306.8% | -44.9% |
| 3Y | -23.3% | +206.2% | -229.5% | -45.6% |
| 5Y | +245.2% | +53.9% | +191.3% | +152.5% |
| All | +245.2% | +53.8% | +191.4% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling