+127.8%
AAPL vs VICR
+57.6%
+70.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | +0.7% |
| 7D | +3.8% | +5.0% | -1.1% | +3.3% |
| 30D | +9.9% | -12.5% | +22.4% | +10.9% |
| 3M | +12.5% | -33.6% | +46.1% | +15.2% |
| 6M | +27.6% | +10.7% | +17.0% | +21.2% |
| YTD | +22.6% | +80.6% | -58.0% | +9.1% |
| 1Y | +45.0% | +288.4% | -243.4% | +15.8% |
| 3Y | +87.8% | +213.8% | -126.0% | +46.9% |
| All | +127.8% | +57.6% | +70.1% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling