+350.8%
VICR vs ESTC
+16.0%
+334.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.4% |
| 7D | +21.9% | +5.8% | +16.1% | +20.8% |
| 30D | -38.4% | -5.6% | -32.8% | -37.5% |
| 3M | -27.2% | +15.4% | -42.6% | -29.0% |
| 6M | -43.7% | +77.8% | -121.5% | -49.6% |
| YTD | +50.3% | +18.1% | +32.2% | +45.5% |
| 1Y | +74.6% | -3.7% | +78.2% | +77.5% |
| All | +350.8% | +16.0% | +334.9% | +325.8% |
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