+3.6%
ETR vs VICR
+14.5%
-10.9%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -1.2% |
| 7D | +0.4% | +1.3% | -0.9% | +0.4% |
| 30D | +2.0% | -11.9% | +14.0% | +2.3% |
| 3M | -1.7% | -35.1% | +33.5% | -1.7% |
| 6M | +3.6% | +8.1% | -4.6% | +1.0% |
| All | +3.6% | +14.5% | -10.9% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling