+64.0%
ENB vs VICR
+42.6%
+21.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.7% | -3.8% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -5.2% | -15.6% | +10.4% | -4.8% |
| 3M | -13.4% | -35.4% | +22.0% | -12.7% |
| 6M | -7.8% | +1.3% | -9.1% | -9.1% |
| YTD | +4.9% | +62.5% | -57.6% | +1.1% |
| 1Y | +3.2% | +255.5% | -252.2% | -4.3% |
| 3Y | +71.0% | +182.0% | -111.0% | +57.2% |
| 5Y | +64.0% | +42.9% | +21.1% | +44.8% |
| All | +64.0% | +42.6% | +21.4% | +44.8% |
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