+20.6%
ABNB vs VICR
+132.1%
-111.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -4.5% |
| 7D | -4.4% | +9.8% | -14.2% | -6.0% |
| 30D | -2.0% | -12.6% | +10.6% | -0.5% |
| 3M | +29.8% | -29.7% | +59.5% | +34.0% |
| 6M | +31.0% | +18.8% | +12.2% | +17.5% |
| YTD | +28.6% | +76.4% | -47.8% | +4.5% |
| 1Y | +40.1% | +282.4% | -242.3% | -6.1% |
| 3Y | +19.7% | +206.2% | -186.5% | -22.6% |
| 5Y | +6.5% | +53.9% | -47.4% | -25.9% |
| All | +20.6% | +132.1% | -111.5% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling