+121.4%
ETR vs VICR
+57.6%
+63.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.5% | -0.7% |
| 7D | -1.8% | +5.0% | -6.8% | -2.0% |
| 30D | -1.8% | -12.5% | +10.7% | -1.5% |
| 3M | -3.6% | -33.6% | +30.0% | -2.9% |
| 6M | +2.6% | +10.7% | -8.1% | +1.3% |
| YTD | +16.0% | +80.6% | -64.6% | +12.7% |
| 1Y | +20.1% | +288.4% | -268.2% | +13.8% |
| 3Y | +143.6% | +213.8% | -70.2% | +129.7% |
| All | +121.4% | +57.6% | +63.7% | +97.3% |
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 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