+118.9%
EOG vs VICR
+1,679.8%
-1,560.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.2% | -1.1% |
| 7D | +1.5% | +5.0% | -3.5% | +1.0% |
| 30D | +2.9% | -12.5% | +15.4% | +3.9% |
| 3M | +8.7% | -33.6% | +42.3% | +11.4% |
| 6M | +12.9% | +10.7% | +2.2% | +7.1% |
| YTD | +43.8% | +80.6% | -36.7% | +27.2% |
| 1Y | +27.1% | +288.4% | -261.3% | +0.8% |
| 3Y | +25.9% | +213.8% | -187.9% | -2.5% |
| 5Y | +177.9% | +58.8% | +119.1% | +123.2% |
| All | +118.9% | +1,679.8% | -1,560.9% | +14.4% |
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 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