+10,935.6%
ENB vs VICR
+12,339.4%
-1,403.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | +0.6% |
| 7D | -0.5% | +9.8% | -10.3% | -1.1% |
| 30D | -0.2% | -12.6% | +12.4% | +0.5% |
| 3M | -7.5% | -29.7% | +22.2% | -6.2% |
| 6M | -4.1% | +18.8% | -23.0% | -7.2% |
| YTD | +9.8% | +76.4% | -66.6% | +2.8% |
| 1Y | +8.7% | +282.4% | -273.7% | -4.3% |
| 3Y | +79.0% | +206.2% | -127.2% | +55.2% |
| 5Y | +69.1% | +53.9% | +15.2% | +48.4% |
| 10Y | +96.5% | +1,572.3% | -1,475.8% | +41.0% |
| All | +10,935.6% | +12,339.4% | -1,403.8% | +6,745.8% |
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 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