-84.8%
EOSE vs VICR
+76.0%
-160.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -11.1% | +23.8% | +16.9% |
| 7D | +9.7% | -26.6% | +36.3% | +22.9% |
| 30D | -34.6% | -47.9% | +13.4% | -16.3% |
| 3M | -50.8% | -29.8% | -21.0% | -46.2% |
| 6M | -66.5% | -36.6% | -29.8% | -63.3% |
| YTD | -81.3% | +45.1% | -126.5% | -87.4% |
| 1Y | -84.8% | +80.0% | -164.8% | -90.8% |
| All | -84.8% | +76.0% | -160.8% | -90.8% |
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 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