+460.7%
A vs VICR
+580.3%
-119.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -3.2% |
| 7D | -2.1% | +9.8% | -11.9% | -4.1% |
| 30D | +0.6% | -12.6% | +13.2% | +2.9% |
| 3M | +10.9% | -29.7% | +40.6% | +16.0% |
| 6M | +28.2% | +18.8% | +9.3% | +14.3% |
| YTD | +8.6% | +76.4% | -67.8% | -13.1% |
| 1Y | +15.5% | +282.4% | -266.8% | -24.5% |
| 3Y | +31.8% | +206.2% | -174.4% | -17.2% |
| 5Y | -14.9% | +53.9% | -68.8% | -44.3% |
| 10Y | +237.8% | +1,572.3% | -1,334.5% | +0.6% |
| All | +460.7% | +580.3% | -119.6% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling