-14.1%
ALB vs VICR
+336.6%
-350.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.8% |
| 7D | -5.8% | +8.3% | -14.0% | -7.3% |
| 30D | -4.5% | -35.2% | +30.6% | +2.2% |
| 3M | -28.1% | -29.8% | +1.7% | -25.4% |
| 6M | -53.2% | -48.6% | -4.6% | -49.5% |
| YTD | -33.3% | +45.1% | -78.4% | -44.9% |
| 1Y | -17.4% | +79.6% | -97.0% | -35.1% |
| 3Y | -14.1% | +335.4% | -349.5% | -61.6% |
| All | -14.1% | +336.6% | -350.7% | -61.6% |
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