+238.4%
A vs VICR
+1,501.2%
-1,262.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.7% |
| 7D | -4.6% | -0.4% | -4.2% | -4.6% |
| 30D | -4.3% | -15.6% | +11.3% | -2.4% |
| 3M | +8.9% | -35.4% | +44.3% | +13.5% |
| 6M | +24.5% | +1.3% | +23.2% | +18.2% |
| YTD | +5.8% | +62.5% | -56.6% | -7.8% |
| 1Y | +16.2% | +255.5% | -239.2% | -12.1% |
| 3Y | +28.5% | +182.0% | -153.5% | -4.9% |
| 5Y | -16.3% | +42.9% | -59.2% | -35.8% |
| All | +238.4% | +1,501.2% | -1,262.8% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling