+4,761.1%
ACGL vs VICR
+662.6%
+4,098.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.0% |
| 7D | +1.3% | -9.7% | +10.9% | +1.8% |
| 30D | +14.2% | -39.2% | +53.4% | +17.7% |
| 3M | +11.1% | -22.6% | +33.7% | +11.5% |
| 6M | +16.4% | -37.0% | +53.3% | +16.7% |
| YTD | +13.8% | +47.5% | -33.7% | +4.6% |
| 1Y | +21.6% | +75.0% | -53.4% | +10.0% |
| 3Y | +33.5% | +343.0% | -309.4% | +6.2% |
| 5Y | +174.8% | +3.9% | +171.0% | +138.1% |
| 10Y | +330.4% | +1,034.6% | -704.2% | +184.2% |
| All | +4,761.1% | +662.6% | +4,098.5% | +2,650.5% |
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