+44.2%
EOSE vs VICR
+209.3%
-165.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.2% | -12.2% | -4.9% |
| 7D | +1.8% | +5.0% | -3.2% | -0.1% |
| 30D | -6.8% | -12.5% | +5.6% | -3.0% |
| 3M | -36.3% | -33.6% | -2.7% | -28.2% |
| 6M | -38.8% | +10.7% | -49.4% | -42.3% |
| YTD | -65.5% | +80.6% | -146.1% | -72.2% |
| 1Y | -45.3% | +288.4% | -333.7% | -65.9% |
| 3Y | +44.2% | +213.8% | -169.6% | -17.6% |
| All | +44.2% | +209.3% | -165.1% | -17.6% |
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