-1.2%
AGNC vs VICR
+52.1%
-53.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.1% | +14.5% | +0.3% |
| 7D | -0.1% | -34.6% | +34.5% | +2.2% |
| 30D | +2.8% | -54.9% | +57.6% | +7.5% |
| 3M | -14.2% | -38.3% | +24.1% | -12.8% |
| 6M | -11.7% | -49.2% | +37.5% | -10.8% |
| YTD | -7.7% | +23.3% | -31.0% | -17.0% |
| 1Y | -1.2% | +42.4% | -43.6% | -12.0% |
| All | -1.2% | +52.1% | -53.3% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling