+45.0%
ADP vs VICR
+46.6%
-1.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.8% |
| 7D | -5.7% | +1.3% | -6.9% | -5.7% |
| 30D | -3.1% | -11.9% | +8.9% | -2.7% |
| 3M | +15.6% | -35.1% | +50.7% | +16.9% |
| 6M | +20.8% | +8.1% | +12.7% | +15.7% |
| YTD | +4.7% | +67.8% | -63.0% | -4.3% |
| 1Y | -8.3% | +267.3% | -275.6% | -23.0% |
| 3Y | +13.6% | +191.2% | -177.7% | -6.1% |
| 5Y | +45.0% | +48.1% | -3.0% | +20.5% |
| All | +45.0% | +46.6% | -1.6% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling