+48.6%
ENTG vs VICR
+209.3%
-160.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.2% | -9.0% | -2.0% |
| 7D | +1.2% | +5.0% | -3.8% | -0.9% |
| 30D | -12.9% | -12.5% | -0.4% | -8.9% |
| 3M | -3.1% | -33.6% | +30.5% | +11.8% |
| 6M | +21.0% | +10.7% | +10.3% | +14.8% |
| YTD | +67.0% | +80.6% | -13.6% | +34.8% |
| 1Y | +68.6% | +288.4% | -219.7% | +3.7% |
| 3Y | +48.6% | +213.8% | -165.2% | -10.8% |
| All | +48.6% | +209.3% | -160.6% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling