+238.8%
EQX vs VICR
+437.8%
-199.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 3M | +21.3% | -33.6% | +54.9% | +25.4% |
| 6M | -22.4% | +10.7% | -33.1% | -25.2% |
| YTD | -11.3% | +80.6% | -91.9% | -19.1% |
| 1Y | +13.5% | +288.4% | -274.9% | -5.0% |
| 3Y | +162.1% | +213.8% | -51.7% | +113.4% |
| 5Y | +84.2% | +58.8% | +25.3% | +51.5% |
| All | +238.8% | +437.8% | -199.0% | +179.2% |
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