+55.7%
VICR vs ESTC
-45.2%
+100.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +3.6% |
| 7D | +9.8% | -4.3% | +14.1% | +10.9% |
| 30D | -12.6% | +17.7% | -30.3% | -18.5% |
| 3M | -29.7% | +42.3% | -72.0% | -38.7% |
| 6M | +18.8% | +64.6% | -45.7% | -3.3% |
| YTD | +76.4% | +17.2% | +59.2% | +59.0% |
| 1Y | +282.4% | -4.2% | +286.6% | +266.4% |
| 3Y | +206.2% | +13.5% | +192.7% | +147.3% |
| All | +55.7% | -45.2% | +100.9% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling