-22.4%
EQX vs VICR
+14.4%
-36.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.5% | -0.2% |
| 7D | -3.2% | +5.0% | -8.2% | -4.1% |
| 30D | +7.8% | -12.5% | +20.2% | +9.3% |
| 3M | +21.3% | -33.6% | +54.9% | +26.2% |
| 6M | -22.4% | +10.7% | -33.1% | -33.6% |
| All | -22.4% | +14.4% | -36.8% | -33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling