+1,426.5%
VICR vs EFV
+253.2%
+1,173.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -3.7% |
| 7D | +1.3% | -0.5% | +1.8% | +1.9% |
| 30D | -11.9% | 0.0% | -12.0% | -12.1% |
| 3M | -35.1% | +8.4% | -43.6% | -41.6% |
| 6M | +8.1% | +12.3% | -4.2% | -4.9% |
| YTD | +67.8% | +17.4% | +50.4% | +40.5% |
| 1Y | +267.3% | +27.1% | +240.2% | +179.0% |
| 3Y | +191.2% | +90.7% | +100.5% | +36.3% |
| 5Y | +48.1% | +95.6% | -47.5% | -31.1% |
| 10Y | +1,546.1% | +165.3% | +1,380.8% | +439.1% |
| All | +1,426.5% | +253.2% | +1,173.4% | +269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling