-47.4%
ALK vs VICR
+978.3%
-1,025.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +2.0% | -0.8% |
| 7D | -1.2% | +8.3% | -9.5% | -2.6% |
| 30D | +7.7% | -35.2% | +42.9% | +14.6% |
| 3M | -19.0% | -29.8% | +10.8% | -16.4% |
| 6M | -0.2% | -48.6% | +48.4% | +6.8% |
| YTD | -23.5% | +45.1% | -68.6% | -34.7% |
| 1Y | -9.1% | +79.6% | -88.7% | -25.6% |
| 3Y | +12.0% | +335.4% | -323.4% | -28.2% |
| 5Y | -30.9% | -1.0% | -29.8% | -46.1% |
| All | -47.4% | +978.3% | -1,025.7% | -75.0% |
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