+4,959.8%
ETR vs VICR
+12,339.4%
-7,379.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.4% | +1.0% |
| 7D | +1.4% | +9.8% | -8.4% | +0.9% |
| 30D | +1.9% | -12.6% | +14.5% | +2.5% |
| 3M | +1.0% | -29.7% | +30.7% | +2.3% |
| 6M | +4.8% | +18.8% | -14.0% | +2.2% |
| YTD | +19.5% | +76.4% | -56.8% | +13.5% |
| 1Y | +28.1% | +282.4% | -254.3% | +15.8% |
| 3Y | +151.1% | +206.2% | -55.0% | +124.6% |
| 5Y | +125.2% | +53.9% | +71.2% | +103.1% |
| 10Y | +291.1% | +1,572.3% | -1,281.2% | +198.1% |
| All | +4,959.8% | +12,339.4% | -7,379.6% | +3,159.3% |
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