+565.2%
A vs VICR
+459.7%
+105.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +1.3% |
| 7D | -0.5% | +8.3% | -8.7% | -2.3% |
| 30D | 0.0% | -35.2% | +35.2% | +8.1% |
| 3M | +16.7% | -29.8% | +46.5% | +21.7% |
| 6M | +54.8% | -48.6% | +103.4% | +66.4% |
| YTD | +28.8% | +45.1% | -16.3% | +4.5% |
| 1Y | +19.3% | +79.6% | -60.2% | -8.1% |
| 3Y | +65.5% | +335.4% | -269.9% | -6.4% |
| 5Y | +12.1% | -1.0% | +13.1% | -20.6% |
| 10Y | +305.4% | +993.1% | -687.7% | +30.8% |
| All | +565.2% | +459.7% | +105.5% | +50.7% |
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 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