+65.9%
EW vs VICR
+336.6%
-270.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.4% |
| 7D | +4.9% | +8.3% | -3.4% | +4.6% |
| 30D | +23.9% | -35.2% | +59.1% | +25.3% |
| 3M | +15.8% | -29.8% | +45.6% | +16.4% |
| 6M | +31.7% | -48.6% | +80.2% | +33.1% |
| YTD | +25.7% | +45.1% | -19.4% | +18.2% |
| 1Y | +24.4% | +79.6% | -55.1% | +15.5% |
| 3Y | +65.9% | +335.4% | -269.5% | +39.2% |
| All | +65.9% | +336.6% | -270.7% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling