-29.1%
ALK vs VICR
+2.3%
-31.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.3% | -4.2% | +5.3% |
| 7D | +8.9% | -6.5% | +15.5% | +9.5% |
| 30D | +5.9% | -38.5% | +44.5% | +13.1% |
| 3M | -16.5% | -26.1% | +9.5% | -14.9% |
| 6M | +2.1% | -36.2% | +38.4% | +3.8% |
| YTD | -17.1% | +49.2% | -66.3% | -28.4% |
| 1Y | -2.9% | +87.0% | -89.9% | -19.2% |
| 3Y | +24.5% | +350.4% | -326.0% | -16.0% |
| 5Y | -29.1% | +3.7% | -32.8% | -52.1% |
| All | -29.1% | +2.3% | -31.4% | -52.1% |
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