+4,269.4%
ACGL vs VICR
+789.3%
+3,480.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.2% |
| 7D | -0.7% | +0.4% | -1.2% | -0.8% |
| 30D | -1.0% | -13.9% | +12.9% | -0.1% |
| 3M | +11.0% | -38.4% | +49.5% | +13.9% |
| 6M | -0.3% | -7.2% | +6.9% | -2.7% |
| YTD | +2.3% | +72.0% | -69.8% | -5.8% |
| 1Y | +6.4% | +263.3% | -256.9% | -9.1% |
| 3Y | +34.0% | +173.3% | -139.3% | +12.8% |
| 5Y | +161.6% | +47.3% | +114.3% | +122.2% |
| 10Y | +278.6% | +1,495.2% | -1,216.6% | +146.1% |
| All | +4,269.4% | +789.3% | +3,480.1% | +2,376.1% |
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