-27.2%
ALB vs VICR
+202.1%
-229.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.1% |
| 7D | -4.4% | +9.8% | -14.3% | -6.3% |
| 30D | -1.2% | -12.6% | +11.4% | +0.8% |
| 3M | -13.3% | -29.7% | +16.4% | -9.2% |
| 6M | -19.8% | +18.8% | -38.6% | -27.4% |
| YTD | -7.9% | +76.4% | -84.3% | -24.7% |
| 1Y | +60.2% | +282.4% | -222.2% | +7.0% |
| All | -27.2% | +202.1% | -229.3% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling