+79.6%
VICR vs ESTC
-3.5%
+83.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.4% |
| 7D | +8.3% | +2.4% | +5.9% | +8.3% |
| 30D | -35.2% | -4.2% | -30.9% | -34.9% |
| 3M | -29.8% | +2.5% | -32.3% | -28.5% |
| 6M | -48.6% | +81.5% | -130.1% | -44.6% |
| YTD | +45.1% | +16.8% | +28.3% | +62.7% |
| 1Y | +79.6% | -3.5% | +83.0% | +105.4% |
| All | +79.6% | -3.5% | +83.1% | +105.4% |
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