+0.2%
ALLY vs VICR
+53.8%
-53.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.7% |
| 7D | +1.0% | +9.8% | -8.8% | -0.5% |
| 30D | -3.3% | -12.6% | +9.3% | -1.7% |
| 3M | +0.5% | -29.7% | +30.2% | +4.2% |
| 6M | +12.6% | +18.8% | -6.3% | +3.2% |
| YTD | -4.7% | +76.4% | -81.1% | -19.6% |
| 1Y | +5.2% | +282.4% | -277.1% | -24.5% |
| 3Y | +66.5% | +206.2% | -139.7% | +16.2% |
| 5Y | +0.2% | +53.9% | -53.7% | -30.0% |
| All | +0.2% | +53.8% | -53.5% | -30.0% |
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 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