+80.2%
ALB vs VICR
+1,501.2%
-1,420.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.1% | -2.3% |
| 7D | -7.6% | -0.4% | -7.2% | -7.6% |
| 30D | -5.6% | -15.6% | +10.0% | -2.7% |
| 3M | -16.8% | -35.4% | +18.5% | -10.7% |
| 6M | -26.3% | +1.3% | -27.6% | -31.0% |
| YTD | -13.2% | +62.5% | -75.7% | -28.4% |
| 1Y | +68.8% | +255.5% | -186.7% | +12.6% |
| 3Y | -30.7% | +182.0% | -212.7% | -55.2% |
| 5Y | -46.3% | +42.9% | -89.2% | -62.8% |
| All | +80.2% | +1,501.2% | -1,420.9% | -28.1% |
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