+288.4%
VICR vs ESTC
-7.7%
+296.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.1% | +11.3% | +11.1% |
| 7D | +5.0% | -9.2% | +14.1% | +3.7% |
| 30D | -12.5% | +8.1% | -20.5% | -11.4% |
| 3M | -33.6% | +38.5% | -72.1% | -31.0% |
| 6M | +10.7% | +57.8% | -47.1% | +17.7% |
| YTD | +80.6% | +10.5% | +70.0% | +96.4% |
| 1Y | +288.4% | -6.4% | +294.7% | +347.0% |
| All | +288.4% | -7.7% | +296.1% | +347.0% |
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