+145.6%
AR vs VICR
+47.2%
+98.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.4% |
| 7D | -1.2% | +1.3% | -2.4% | -1.3% |
| 30D | +5.5% | -11.9% | +17.5% | +6.2% |
| 3M | +12.9% | -35.1% | +48.0% | +15.2% |
| 6M | +0.1% | +8.1% | -8.1% | -4.3% |
| YTD | +13.5% | +67.8% | -54.2% | +2.3% |
| 1Y | +21.6% | +267.3% | -245.7% | -1.1% |
| 3Y | +46.0% | +191.2% | -145.2% | +16.3% |
| All | +145.6% | +47.2% | +98.3% | +115.8% |
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