+1,278.0%
AAPL vs VICR
+1,679.8%
-401.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | +0.2% |
| 7D | +3.8% | +5.0% | -1.1% | +3.0% |
| 30D | +9.9% | -12.5% | +22.4% | +11.4% |
| 3M | +12.5% | -33.6% | +46.1% | +16.6% |
| 6M | +27.6% | +10.7% | +17.0% | +18.6% |
| YTD | +22.6% | +80.6% | -58.0% | +3.7% |
| 1Y | +45.0% | +288.4% | -243.4% | +5.5% |
| 3Y | +87.8% | +213.8% | -126.0% | +32.1% |
| 5Y | +128.7% | +58.8% | +69.8% | +68.4% |
| All | +1,278.0% | +1,679.8% | -401.8% | +539.1% |
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 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