+88.5%
ENB vs VICR
+1,679.8%
-1,591.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.2% | -12.1% | -1.7% |
| 7D | -4.7% | +5.0% | -9.6% | -5.0% |
| 30D | -5.9% | -12.5% | +6.6% | -5.2% |
| 3M | -14.2% | -33.6% | +19.4% | -12.6% |
| 6M | -8.6% | +10.7% | -19.3% | -11.7% |
| YTD | +3.9% | +80.6% | -76.7% | -4.4% |
| 1Y | +1.8% | +288.4% | -286.6% | -13.3% |
| 3Y | +68.5% | +213.8% | -145.3% | +40.6% |
| 5Y | +62.4% | +58.8% | +3.6% | +38.9% |
| All | +88.5% | +1,679.8% | -1,591.2% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling