+297.3%
ESI vs VICR
+1,679.8%
-1,382.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.7% | -2.1% |
| 7D | -4.6% | +5.0% | -9.6% | -5.8% |
| 30D | -10.5% | -12.5% | +2.0% | -8.1% |
| 3M | -19.8% | -33.6% | +13.8% | -13.2% |
| 6M | +5.8% | +10.7% | -4.9% | +0.4% |
| YTD | +38.3% | +80.6% | -42.3% | +16.9% |
| 1Y | +31.5% | +288.4% | -256.8% | -7.8% |
| 3Y | +80.7% | +213.8% | -133.1% | +22.8% |
| 5Y | +69.4% | +58.8% | +10.6% | +21.3% |
| All | +297.3% | +1,679.8% | -1,382.5% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling