-37.4%
ALK vs VICR
+1,508.7%
-1,546.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | 0.0% |
| 7D | -3.0% | +1.3% | -4.2% | -3.2% |
| 30D | -14.6% | -11.9% | -2.7% | -13.0% |
| 3M | -10.6% | -35.1% | +24.6% | -5.0% |
| 6M | -6.7% | +8.1% | -14.8% | -12.5% |
| YTD | -19.8% | +67.8% | -87.5% | -31.3% |
| 1Y | -35.2% | +267.3% | -302.5% | -53.1% |
| 3Y | +1.4% | +191.2% | -189.8% | -28.2% |
| 5Y | -30.7% | +48.1% | -78.7% | -48.8% |
| 10Y | -37.4% | +1,546.1% | -1,583.5% | -69.8% |
| All | -37.4% | +1,508.7% | -1,546.0% | -69.8% |
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