+226.4%
ESI vs VICR
+2,362.7%
-2,136.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | 0.0% |
| 7D | +5.4% | +9.8% | -4.5% | +3.0% |
| 30D | -4.2% | -12.6% | +8.4% | -1.4% |
| 3M | -9.6% | -29.7% | +20.1% | -3.0% |
| 6M | +18.3% | +18.8% | -0.5% | +10.4% |
| YTD | +45.8% | +76.4% | -30.6% | +23.1% |
| 1Y | +39.2% | +282.4% | -243.2% | -3.5% |
| 3Y | +86.3% | +206.2% | -119.9% | +25.3% |
| 5Y | +76.2% | +53.9% | +22.3% | +25.1% |
| 10Y | +306.8% | +1,572.3% | -1,265.6% | +41.0% |
| All | +226.4% | +2,362.7% | -2,136.2% | +5.1% |
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 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