+2,885.9%
ALB vs VICR
+1,633.2%
+1,252.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.5% | -9.9% | -5.5% |
| 7D | -8.1% | +0.4% | -8.5% | -8.3% |
| 30D | +6.3% | -13.9% | +20.2% | +8.7% |
| 3M | -23.6% | -38.4% | +14.8% | -17.8% |
| 6M | -24.6% | -7.2% | -17.4% | -27.3% |
| YTD | -10.3% | +72.0% | -82.3% | -24.1% |
| 1Y | +61.5% | +263.3% | -201.8% | +15.5% |
| 3Y | -34.0% | +173.3% | -207.2% | -53.1% |
| 5Y | -44.6% | +47.3% | -91.9% | -59.1% |
| 10Y | +76.1% | +1,495.2% | -1,419.1% | -22.7% |
| All | +2,885.9% | +1,633.2% | +1,252.7% | +893.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling