+80.0%
VICR vs ESTC
+1.6%
+78.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.9% | -10.3% | -11.2% |
| 7D | -26.6% | -15.9% | -10.7% | -27.2% |
| 30D | -47.9% | -5.5% | -42.4% | -47.8% |
| 3M | -29.8% | +26.2% | -56.0% | -27.3% |
| 6M | -36.6% | +77.0% | -113.7% | -31.9% |
| YTD | +45.1% | +18.9% | +26.3% | +62.0% |
| 1Y | +80.0% | +1.3% | +78.7% | +103.0% |
| All | +80.0% | +1.6% | +78.5% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling