+182.0%
EQNR vs VICR
+57.6%
+124.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.2% | -11.8% | -0.7% |
| 7D | +6.4% | +5.0% | +1.5% | +6.4% |
| 30D | +10.4% | -12.5% | +22.8% | +10.4% |
| 3M | +23.1% | -33.6% | +56.7% | +23.3% |
| 6M | +36.3% | +10.7% | +25.6% | +35.0% |
| YTD | +96.0% | +80.6% | +15.4% | +90.7% |
| 1Y | +94.2% | +288.4% | -194.1% | +84.0% |
| 3Y | +75.3% | +213.8% | -138.5% | +64.7% |
| All | +182.0% | +57.6% | +124.4% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling