+2,353.8%
ELV vs VICR
+1,235.8%
+1,118.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -0.7% |
| 7D | -2.2% | +1.3% | -3.5% | -2.4% |
| 30D | -0.2% | -11.9% | +11.7% | +0.8% |
| 3M | -6.1% | -35.1% | +29.0% | -3.1% |
| 6M | +42.8% | +8.1% | +34.7% | +36.1% |
| YTD | +14.4% | +67.8% | -53.4% | +2.4% |
| 1Y | +28.6% | +267.3% | -238.7% | +3.3% |
| 3Y | -7.4% | +191.2% | -198.6% | -27.7% |
| 5Y | +14.5% | +48.1% | -33.6% | -9.1% |
| 10Y | +257.4% | +1,546.1% | -1,288.7% | +81.3% |
| All | +2,353.8% | +1,235.8% | +1,118.0% | +881.4% |
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