+123.4%
ALLY vs VICR
+1,574.5%
-1,451.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.7% |
| 7D | +3.7% | +0.4% | +3.2% | +3.5% |
| 30D | -2.3% | -13.9% | +11.7% | 0.0% |
| 3M | +3.8% | -38.4% | +42.2% | +11.1% |
| 6M | +9.7% | -7.2% | +16.9% | +4.4% |
| YTD | -1.4% | +72.0% | -73.4% | -18.3% |
| 1Y | +8.2% | +263.3% | -255.1% | -24.8% |
| 3Y | +66.5% | +173.3% | -106.8% | +13.8% |
| 5Y | +1.2% | +47.3% | -46.1% | -28.2% |
| 10Y | +191.4% | +1,495.2% | -1,303.7% | +27.2% |
| All | +123.4% | +1,574.5% | -1,451.1% | -6.5% |
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