+311.3%
ARM vs VICR
+216.2%
+95.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.8% |
| 7D | +11.4% | +9.8% | +1.5% | +7.4% |
| 30D | -7.4% | -12.6% | +5.2% | -3.2% |
| 3M | -24.5% | -29.7% | +5.2% | -15.2% |
| 6M | +128.7% | +18.8% | +109.8% | +105.2% |
| YTD | +139.3% | +76.4% | +62.9% | +80.9% |
| 1Y | +88.0% | +282.4% | -194.4% | -0.6% |
| All | +311.3% | +216.2% | +95.1% | +104.2% |
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