-60.8%
EOSE vs VICR
+151.3%
-212.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.2% | -12.2% | -5.1% |
| 7D | +1.8% | +5.0% | -3.2% | -0.2% |
| 30D | -6.8% | -12.5% | +5.6% | -2.8% |
| 3M | -36.3% | -33.6% | -2.7% | -27.5% |
| 6M | -38.8% | +10.7% | -49.4% | -43.2% |
| YTD | -65.5% | +80.6% | -146.1% | -73.5% |
| 1Y | -45.3% | +288.4% | -333.7% | -69.0% |
| 3Y | +44.2% | +213.8% | -169.6% | -21.6% |
| 5Y | -69.5% | +58.8% | -128.3% | -80.6% |
| All | -60.8% | +151.3% | -212.1% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling