+193.0%
ARM vs VICR
+167.4%
+25.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +11.3% | -4.6% | +2.2% |
| 7D | -5.3% | -6.5% | +1.2% | -2.8% |
| 30D | -30.0% | -38.5% | +8.5% | -16.4% |
| 3M | -34.1% | -26.1% | -8.0% | -28.0% |
| 6M | -12.6% | -36.2% | +23.6% | -2.6% |
| YTD | +70.4% | +49.2% | +21.2% | +34.6% |
| 1Y | +22.3% | +87.0% | -64.8% | -11.8% |
| 3Y | +261.2% | +350.4% | -89.3% | +51.5% |
| All | +193.0% | +167.4% | +25.5% | +51.9% |
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