-47.1%
EOSE vs VICR
+272.1%
-319.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.5% | +5.4% | +8.7% |
| 7D | +19.0% | +0.4% | +18.6% | +19.2% |
| 30D | +1.6% | -13.9% | +15.5% | +6.9% |
| 3M | -52.0% | -38.4% | -13.6% | -43.8% |
| 6M | -42.5% | -7.2% | -35.3% | -42.9% |
| YTD | -66.1% | +72.0% | -138.2% | -70.5% |
| 1Y | -47.1% | +263.3% | -310.4% | -64.9% |
| All | -47.1% | +272.1% | -319.3% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling