-27.8%
ALK vs VICR
+53.8%
-81.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.5% |
| 7D | +0.1% | +9.8% | -9.7% | -1.5% |
| 30D | -18.5% | -12.6% | -5.9% | -16.9% |
| 3M | -3.6% | -29.7% | +26.1% | +0.5% |
| 6M | -3.7% | +18.8% | -22.5% | -10.7% |
| YTD | -19.0% | +76.4% | -95.4% | -30.1% |
| 1Y | -36.0% | +282.4% | -318.4% | -52.4% |
| 3Y | +2.3% | +206.2% | -203.8% | -25.8% |
| 5Y | -27.8% | +53.9% | -81.7% | -49.1% |
| All | -27.8% | +53.8% | -81.5% | -49.1% |
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