+10,047.5%
ADP vs VICR
+12,032.5%
-1,985.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -2.7% |
| 7D | -3.4% | +0.4% | -3.9% | -3.5% |
| 30D | +2.8% | -13.9% | +16.7% | +4.0% |
| 3M | +20.9% | -38.4% | +59.3% | +25.0% |
| 6M | +29.9% | -7.2% | +37.1% | +25.0% |
| YTD | +9.6% | +72.0% | -62.4% | -2.6% |
| 1Y | -5.3% | +263.3% | -268.6% | -24.1% |
| 3Y | +16.5% | +173.3% | -156.8% | -8.1% |
| 5Y | +49.4% | +47.3% | +2.1% | +20.0% |
| 10Y | +282.2% | +1,495.2% | -1,213.0% | +117.5% |
| All | +10,047.5% | +12,032.5% | -1,985.0% | +3,562.2% |
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