+347.0%
ELF vs VICR
+1,344.2%
-997.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.7% |
| 7D | +4.3% | +5.7% | -1.4% | +3.1% |
| 30D | +7.7% | -35.2% | +42.9% | +13.8% |
| 3M | +24.7% | -20.3% | +45.0% | +25.7% |
| 6M | +114.6% | -46.3% | +160.9% | +125.4% |
| YTD | +55.8% | +53.4% | +2.4% | +29.9% |
| 1Y | +51.9% | +81.6% | -29.6% | +22.5% |
| 3Y | +24.6% | +360.5% | -336.0% | -20.0% |
| 5Y | +279.2% | +4.4% | +274.8% | +190.1% |
| 10Y | +338.7% | +1,055.3% | -716.6% | +116.1% |
| All | +347.0% | +1,344.2% | -997.1% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling