+782.9%
ENTG vs VICR
+1,679.8%
-896.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.2% | -9.0% | -1.7% |
| 7D | +1.2% | +5.0% | -3.8% | -0.8% |
| 30D | -12.9% | -12.5% | -0.4% | -9.1% |
| 3M | -3.1% | -33.6% | +30.5% | +11.2% |
| 6M | +21.0% | +10.7% | +10.3% | +13.8% |
| YTD | +67.0% | +80.6% | -13.6% | +32.3% |
| 1Y | +68.6% | +288.4% | -219.7% | +0.6% |
| 3Y | +48.6% | +213.8% | -165.2% | -13.7% |
| 5Y | +18.6% | +58.8% | -40.2% | -23.9% |
| All | +782.9% | +1,679.8% | -896.8% | +164.0% |
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