+2,028.7%
EQNR vs VICR
+1,023.3%
+1,005.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.2% | -11.8% | -2.2% |
| 7D | +6.4% | +5.0% | +1.5% | +5.6% |
| 30D | +10.4% | -12.5% | +22.8% | +11.8% |
| 3M | +23.1% | -33.6% | +56.7% | +27.5% |
| 6M | +36.3% | +10.7% | +25.6% | +27.1% |
| YTD | +96.0% | +80.6% | +15.4% | +67.3% |
| 1Y | +94.2% | +288.4% | -194.1% | +45.1% |
| 3Y | +75.3% | +213.8% | -138.5% | +26.0% |
| 5Y | +187.2% | +58.8% | +128.4% | +110.3% |
| 10Y | +415.5% | +1,671.8% | -1,256.3% | +117.1% |
| All | +2,028.7% | +1,023.3% | +1,005.4% | +603.0% |
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