+206.2%
VICR vs ESTC
+11.7%
+194.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +3.1% |
| 7D | +9.8% | -4.3% | +14.1% | +10.4% |
| 30D | -12.6% | +17.7% | -30.3% | -16.0% |
| 3M | -29.7% | +42.3% | -72.0% | -35.0% |
| 6M | +18.8% | +64.6% | -45.7% | +5.4% |
| YTD | +76.4% | +17.2% | +59.2% | +68.8% |
| 1Y | +282.4% | -4.2% | +286.6% | +283.9% |
| 3Y | +206.2% | +13.5% | +192.7% | +186.4% |
| All | +206.2% | +11.7% | +194.5% | +186.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling