+706.7%
ETN vs VICR
+1,679.8%
-973.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.2% | -7.2% | +1.8% |
| 7D | +3.5% | +5.0% | -1.4% | +2.5% |
| 30D | -7.5% | -12.5% | +5.0% | -5.4% |
| 3M | +8.3% | -33.6% | +41.9% | +15.7% |
| 6M | +20.2% | +10.7% | +9.5% | +14.7% |
| YTD | +34.7% | +80.6% | -45.9% | +16.4% |
| 1Y | +19.4% | +288.4% | -268.9% | -11.9% |
| 3Y | +85.5% | +213.8% | -128.3% | +34.4% |
| 5Y | +186.6% | +58.8% | +127.7% | +116.4% |
| All | +706.7% | +1,679.8% | -973.1% | +246.4% |
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