+99.5%
ET vs VICR
+209.3%
-109.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.2% | -12.0% | -1.3% |
| 7D | +0.2% | +5.0% | -4.7% | 0.0% |
| 30D | +2.9% | -12.5% | +15.3% | +3.3% |
| 3M | +16.8% | -33.6% | +50.4% | +18.2% |
| 6M | +18.9% | +10.7% | +8.2% | +14.9% |
| YTD | +37.7% | +80.6% | -42.9% | +26.9% |
| 1Y | +32.4% | +288.4% | -255.9% | +12.7% |
| 3Y | +99.5% | +213.8% | -114.3% | +72.2% |
| All | +99.5% | +209.3% | -109.8% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling