+1,459.4%
ET vs VICR
+1,170.4%
+289.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | +0.4% | +9.8% | -9.4% | -1.0% |
| 30D | +6.9% | -12.6% | +19.5% | +8.5% |
| 3M | +13.1% | -29.7% | +42.8% | +16.5% |
| 6M | +18.7% | +18.8% | -0.1% | +9.6% |
| YTD | +37.4% | +76.4% | -38.9% | +17.7% |
| 1Y | +34.8% | +282.4% | -247.5% | +0.3% |
| 3Y | +96.8% | +206.2% | -109.4% | +42.3% |
| 5Y | +238.2% | +53.9% | +184.3% | +152.0% |
| 10Y | +159.4% | +1,572.3% | -1,412.9% | +10.1% |
| All | +1,459.4% | +1,170.4% | +289.0% | +380.3% |
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