+176.7%
ALLY vs VICR
+1,071.4%
-894.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.9% |
| 7D | -2.8% | +5.7% | -8.4% | -4.2% |
| 30D | +1.9% | -35.2% | +37.1% | +8.4% |
| 3M | -12.1% | -20.3% | +8.2% | -11.7% |
| 6M | -9.0% | -46.3% | +37.3% | -4.2% |
| YTD | -12.9% | +53.4% | -66.3% | -29.5% |
| 1Y | -0.1% | +81.6% | -81.7% | -22.1% |
| 3Y | +64.6% | +360.5% | -296.0% | -5.2% |
| 5Y | -10.1% | +4.4% | -14.5% | -33.9% |
| 10Y | +176.7% | +1,055.3% | -878.6% | +18.0% |
| All | +176.7% | +1,071.4% | -894.7% | +18.0% |
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