+24.9%
ESI vs VICR
+76.0%
-51.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -11.1% | +6.5% | -1.3% |
| 7D | -6.6% | -26.6% | +20.0% | +2.3% |
| 30D | -10.9% | -47.9% | +37.0% | +7.1% |
| 3M | -13.8% | -29.8% | +15.9% | -6.9% |
| 6M | -21.5% | -36.6% | +15.1% | -14.4% |
| YTD | +34.7% | +45.1% | -10.5% | +13.3% |
| 1Y | +24.9% | +80.0% | -55.1% | -2.1% |
| All | +24.9% | +76.0% | -51.1% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling