+1,219.2%
ENTG vs VICR
+482.9%
+736.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.7% |
| 7D | +8.9% | +9.8% | -0.9% | +5.1% |
| 30D | -7.2% | -12.6% | +5.4% | -2.4% |
| 3M | +6.4% | -29.7% | +36.1% | +21.6% |
| 6M | +25.7% | +18.8% | +6.8% | +13.3% |
| YTD | +67.9% | +76.4% | -8.5% | +28.4% |
| 1Y | +72.4% | +282.4% | -210.0% | -5.4% |
| 3Y | +48.4% | +206.2% | -157.7% | -21.1% |
| 5Y | +20.1% | +53.9% | -33.8% | -28.9% |
| 10Y | +768.2% | +1,572.3% | -804.2% | +63.5% |
| All | +1,219.2% | +482.9% | +736.3% | +90.4% |
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