+3,364.7%
EQT vs VICR
+11,356.8%
-7,992.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.0% |
| 7D | -1.2% | -0.4% | -0.8% | -1.2% |
| 30D | +1.1% | -15.6% | +16.7% | +2.6% |
| 3M | +4.8% | -35.4% | +40.2% | +8.4% |
| 6M | -10.6% | +1.3% | -11.9% | -14.1% |
| YTD | +3.4% | +62.5% | -59.0% | -7.0% |
| 1Y | +8.7% | +255.5% | -246.8% | -12.3% |
| 3Y | +35.0% | +182.0% | -147.0% | +6.8% |
| 5Y | +204.2% | +42.9% | +161.3% | +147.1% |
| 10Y | +52.5% | +1,494.0% | -1,441.5% | -12.1% |
| All | +3,364.7% | +11,356.8% | -7,992.1% | +1,666.3% |
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