+162.1%
EQX vs VICR
+209.3%
-47.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.5% | +0.4% |
| 7D | -3.2% | +5.0% | -8.2% | -3.8% |
| 30D | +7.8% | -12.5% | +20.2% | +8.9% |
| 3M | +21.3% | -33.6% | +54.9% | +25.3% |
| 6M | -22.4% | +10.7% | -33.1% | -25.3% |
| YTD | -11.3% | +80.6% | -91.9% | -18.2% |
| 1Y | +13.5% | +288.4% | -274.9% | -1.7% |
| 3Y | +162.1% | +213.8% | -51.7% | +87.0% |
| All | +162.1% | +209.3% | -47.1% | +87.0% |
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 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