-2.4%
ELV vs VICR
+209.3%
-211.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.6% | -2.1% | +5.5% |
| 7D | +2.8% | +5.0% | -2.2% | +2.8% |
| 30D | +4.9% | -12.5% | +17.4% | +4.9% |
| 3M | +4.9% | -33.6% | +38.5% | +4.7% |
| 6M | +45.1% | +10.7% | +34.4% | +43.6% |
| YTD | +20.7% | +80.6% | -59.9% | +18.7% |
| 1Y | +35.0% | +288.4% | -253.3% | +31.7% |
| 3Y | -2.4% | +213.8% | -216.2% | -3.5% |
| All | -2.4% | +209.3% | -211.7% | -3.5% |
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 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