+116.1%
ALL vs VICR
+46.6%
+69.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.1% |
| 7D | -2.2% | +1.3% | -3.5% | -2.2% |
| 30D | -5.6% | -11.9% | +6.4% | -5.5% |
| 3M | +17.2% | -35.1% | +52.4% | +17.5% |
| 6M | +23.2% | +8.1% | +15.1% | +21.2% |
| YTD | +23.6% | +67.8% | -44.2% | +19.7% |
| 1Y | +29.2% | +267.3% | -238.1% | +21.5% |
| 3Y | +153.8% | +191.2% | -37.4% | +138.0% |
| 5Y | +116.1% | +48.1% | +68.0% | +100.3% |
| All | +116.1% | +46.6% | +69.5% | +100.3% |
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