+149.4%
EWT vs VICR
+57.6%
+91.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.2% | -9.3% | +0.2% |
| 7D | -1.1% | +5.0% | -6.1% | -1.9% |
| 30D | +4.5% | -12.5% | +16.9% | +6.1% |
| 3M | +8.3% | -33.6% | +41.9% | +13.6% |
| 6M | +54.2% | +10.7% | +43.6% | +48.7% |
| YTD | +74.6% | +80.6% | -6.0% | +56.9% |
| 1Y | +84.9% | +288.4% | -203.5% | +48.7% |
| 3Y | +197.5% | +213.8% | -16.3% | +134.0% |
| All | +149.4% | +57.6% | +91.8% | +94.4% |
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