+576.7%
A vs VICR
+491.5%
+85.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.4% |
| 7D | -0.1% | +5.7% | -5.8% | -1.7% |
| 30D | +3.3% | -35.2% | +38.5% | +11.5% |
| 3M | +18.5% | -20.3% | +38.8% | +20.2% |
| 6M | +59.3% | -46.3% | +105.6% | +69.4% |
| YTD | +31.0% | +53.4% | -22.4% | +5.0% |
| 1Y | +19.3% | +81.6% | -62.3% | -8.3% |
| 3Y | +66.8% | +360.5% | -293.7% | -6.8% |
| 5Y | +15.5% | +4.4% | +11.1% | -19.1% |
| 10Y | +312.3% | +1,055.3% | -743.0% | +31.5% |
| All | +576.7% | +491.5% | +85.1% | +51.5% |
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