+15.5%
ABNB vs VICR
+209.3%
-193.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.2% | -9.6% | +0.5% |
| 7D | -6.5% | +5.0% | -11.4% | -6.9% |
| 30D | -5.5% | -12.5% | +7.0% | -4.7% |
| 3M | +30.0% | -33.6% | +63.6% | +33.3% |
| 6M | +27.6% | +10.7% | +16.9% | +19.5% |
| YTD | +25.4% | +80.6% | -55.2% | +8.7% |
| 1Y | +38.3% | +288.4% | -250.1% | +5.4% |
| 3Y | +15.5% | +213.8% | -198.3% | -8.2% |
| All | +15.5% | +209.3% | -193.8% | -8.2% |
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