+290.1%
ETR vs VICR
+1,679.8%
-1,389.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.5% | -1.0% |
| 7D | -1.8% | +5.0% | -6.8% | -2.1% |
| 30D | -1.8% | -12.5% | +10.7% | -1.2% |
| 3M | -3.6% | -33.6% | +30.0% | -2.0% |
| 6M | +2.6% | +10.7% | -8.1% | 0.0% |
| YTD | +16.0% | +80.6% | -64.6% | +9.1% |
| 1Y | +20.1% | +288.4% | -268.2% | +6.8% |
| 3Y | +143.6% | +213.8% | -70.2% | +114.0% |
| 5Y | +124.4% | +58.8% | +65.5% | +100.7% |
| All | +290.1% | +1,679.8% | -1,389.7% | +182.1% |
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 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