+84.5%
AAPL vs VICR
+178.2%
-93.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.7% | +3.7% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +7.1% | -15.6% | +22.7% | +7.8% |
| 3M | +12.1% | -35.4% | +47.5% | +13.5% |
| 6M | +25.4% | +1.3% | +24.1% | +21.1% |
| YTD | +20.5% | +62.5% | -42.0% | +11.6% |
| 1Y | +44.5% | +255.5% | -210.9% | +23.5% |
| All | +84.5% | +178.2% | -93.7% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling