+274.7%
ACGL vs VICR
+1,591.3%
-1,316.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -5.0% | -2.6% |
| 7D | -2.9% | +9.8% | -12.8% | -3.5% |
| 30D | -2.8% | -12.6% | +9.8% | -2.2% |
| 3M | +6.8% | -29.7% | +36.5% | +8.1% |
| 6M | -1.5% | +18.8% | -20.4% | -5.8% |
| YTD | -0.2% | +76.4% | -76.6% | -8.2% |
| 1Y | +5.3% | +282.4% | -277.1% | -10.3% |
| 3Y | +30.3% | +206.2% | -175.9% | +9.0% |
| 5Y | +151.8% | +53.9% | +97.9% | +117.7% |
| All | +274.7% | +1,591.3% | -1,316.6% | +138.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling