+186.0%
ALLY vs VICR
+1,508.7%
-1,322.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.1% |
| 7D | -1.9% | +1.3% | -3.2% | -2.3% |
| 30D | -4.5% | -11.9% | +7.5% | -2.6% |
| 3M | -2.8% | -35.1% | +32.3% | +3.3% |
| 6M | +10.3% | +8.1% | +2.2% | +1.3% |
| YTD | -5.7% | +67.8% | -73.5% | -22.4% |
| 1Y | +3.9% | +267.3% | -263.4% | -29.7% |
| 3Y | +64.7% | +191.2% | -126.5% | +8.1% |
| 5Y | -2.6% | +48.1% | -50.7% | -32.3% |
| 10Y | +186.0% | +1,546.1% | -1,360.1% | +12.1% |
| All | +186.0% | +1,508.7% | -1,322.7% | +12.1% |
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 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