+1,601.7%
VICR vs EFV
+169.9%
+1,431.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.1% | +10.1% | +9.6% |
| 7D | +5.0% | -0.8% | +5.8% | +6.3% |
| 30D | -12.5% | +0.6% | -13.1% | -13.3% |
| 3M | -33.6% | +7.5% | -41.1% | -40.2% |
| 6M | +10.7% | +13.0% | -2.4% | -4.7% |
| YTD | +80.6% | +18.3% | +62.3% | +47.1% |
| 1Y | +288.4% | +26.7% | +261.6% | +189.4% |
| 3Y | +213.8% | +89.6% | +124.2% | +40.4% |
| 5Y | +58.8% | +98.2% | -39.4% | -31.4% |
| All | +1,601.7% | +169.9% | +1,431.8% | +396.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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