+11,301.0%
ADP vs VICR
+10,134.2%
+1,166.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.0% |
| 7D | +2.2% | +8.3% | -6.1% | +1.2% |
| 30D | +10.6% | -35.2% | +45.7% | +14.4% |
| 3M | +12.9% | -29.8% | +42.7% | +14.6% |
| 6M | +50.6% | -48.6% | +99.2% | +54.6% |
| YTD | +23.2% | +45.1% | -21.9% | +9.2% |
| 1Y | +25.3% | +79.6% | -54.3% | +8.1% |
| 3Y | +47.1% | +335.4% | -288.3% | +7.5% |
| 5Y | +50.1% | -1.0% | +51.1% | +24.0% |
| 10Y | +323.6% | +993.1% | -669.5% | +147.0% |
| All | +11,301.0% | +10,134.2% | +1,166.7% | +4,008.3% |
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