+96.0%
ALLY vs VICR
+1,362.6%
-1,266.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | -2.1% | +21.9% | -24.0% | -5.7% |
| 30D | +2.0% | -38.4% | +40.4% | +9.4% |
| 3M | -13.3% | -27.2% | +13.8% | -11.4% |
| 6M | -9.9% | -43.7% | +33.8% | -6.1% |
| YTD | -13.5% | +50.3% | -63.8% | -28.9% |
| 1Y | -2.8% | +74.6% | -77.4% | -22.6% |
| 3Y | +63.4% | +351.2% | -287.8% | -2.3% |
| 5Y | -10.9% | +2.5% | -13.4% | -33.8% |
| 10Y | +174.7% | +1,031.9% | -857.2% | +22.6% |
| All | +96.0% | +1,362.6% | -1,266.6% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling