+246.8%
ET vs VICR
+42.6%
+204.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | +1.4% | -0.4% | +1.7% | +1.4% |
| 30D | +4.6% | -15.6% | +20.1% | +5.4% |
| 3M | +16.0% | -35.4% | +51.4% | +18.0% |
| 6M | +22.8% | +1.3% | +21.5% | +19.4% |
| YTD | +38.9% | +62.5% | -23.6% | +29.1% |
| 1Y | +34.1% | +255.5% | -221.4% | +15.8% |
| 3Y | +98.8% | +182.0% | -83.2% | +70.2% |
| 5Y | +246.8% | +42.9% | +203.9% | +189.8% |
| All | +246.8% | +42.6% | +204.2% | +189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling