+651.5%
ADI vs VICR
+1,679.8%
-1,028.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.2% | -6.3% | +2.4% |
| 7D | +4.6% | +5.0% | -0.4% | +3.3% |
| 30D | -1.2% | -12.5% | +11.3% | +1.3% |
| 3M | -7.8% | -33.6% | +25.8% | -0.9% |
| 6M | +19.3% | +10.7% | +8.7% | +11.3% |
| YTD | +40.9% | +80.6% | -39.7% | +16.1% |
| 1Y | +54.5% | +288.4% | -233.9% | +4.5% |
| 3Y | +123.4% | +213.8% | -90.4% | +46.2% |
| 5Y | +142.3% | +58.8% | +83.5% | +68.6% |
| All | +651.5% | +1,679.8% | -1,028.3% | +210.9% |
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