+117.8%
EW vs VICR
+1,679.8%
-1,562.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.2% | -13.9% | -3.9% |
| 7D | -6.2% | +5.0% | -11.1% | -6.8% |
| 30D | -9.3% | -12.5% | +3.1% | -8.4% |
| 3M | -1.6% | -33.6% | +32.0% | +1.1% |
| 6M | -0.8% | +10.7% | -11.5% | -6.0% |
| YTD | -1.0% | +80.6% | -81.6% | -12.3% |
| 1Y | +8.2% | +288.4% | -280.2% | -14.0% |
| 3Y | +12.7% | +213.8% | -201.1% | -12.6% |
| 5Y | -30.2% | +58.8% | -89.1% | -44.1% |
| All | +117.8% | +1,679.8% | -1,562.0% | +35.0% |
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 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