+1.5%
ABNB vs VICR
+42.6%
-41.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | -9.5% | -0.4% | -9.1% | -9.5% |
| 30D | -9.4% | -15.6% | +6.2% | -7.5% |
| 3M | +29.9% | -35.4% | +65.2% | +35.6% |
| 6M | +26.6% | +1.3% | +25.3% | +17.4% |
| YTD | +23.5% | +62.5% | -38.9% | +2.7% |
| 1Y | +35.8% | +255.5% | -219.6% | -6.3% |
| 3Y | +15.0% | +182.0% | -167.0% | -23.1% |
| 5Y | +1.5% | +42.9% | -41.4% | -30.2% |
| All | +1.5% | +42.6% | -41.1% | -30.2% |
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 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