-45.1%
ALB vs VICR
+46.6%
-91.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -1.8% |
| 7D | -8.6% | +1.3% | -9.9% | -8.9% |
| 30D | -4.0% | -11.9% | +7.9% | -2.2% |
| 3M | -17.4% | -35.1% | +17.8% | -11.9% |
| 6M | -25.4% | +8.1% | -33.5% | -30.7% |
| YTD | -10.5% | +67.8% | -78.3% | -25.3% |
| 1Y | +75.8% | +267.3% | -191.5% | +21.1% |
| 3Y | -28.5% | +191.2% | -219.7% | -52.7% |
| 5Y | -45.1% | +48.1% | -93.2% | -58.9% |
| All | -45.1% | +46.6% | -91.7% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling