-11.5%
A vs VICR
+57.6%
-69.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.2% | -8.5% | +1.4% |
| 7D | -2.6% | +5.0% | -7.6% | -3.2% |
| 30D | -0.9% | -12.5% | +11.6% | +0.2% |
| 3M | +13.6% | -33.6% | +47.2% | +17.2% |
| 6M | +27.8% | +10.7% | +17.2% | +21.0% |
| YTD | +8.6% | +80.6% | -71.9% | -4.6% |
| 1Y | +16.9% | +288.4% | -271.5% | -8.8% |
| 3Y | +32.9% | +213.8% | -180.9% | +1.3% |
| All | -11.5% | +57.6% | -69.2% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling