+26.0%
EOG vs VICR
+178.2%
-152.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | +1.0% | -0.4% | +1.4% | +1.0% |
| 30D | +2.8% | -15.6% | +18.4% | +3.0% |
| 3M | +5.9% | -35.4% | +41.3% | +6.1% |
| 6M | +17.1% | +1.3% | +15.8% | +14.7% |
| YTD | +43.9% | +62.5% | -18.5% | +36.0% |
| 1Y | +26.9% | +255.5% | -228.6% | +13.0% |
| All | +26.0% | +178.2% | -152.3% | +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