+131.9%
AS vs VICR
+341.8%
-209.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -2.9% |
| 7D | -3.0% | +5.7% | -8.7% | -3.9% |
| 30D | +9.6% | -35.2% | +44.7% | +14.3% |
| 3M | -8.2% | -20.3% | +12.1% | -8.0% |
| 6M | -9.9% | -46.3% | +36.4% | -6.5% |
| YTD | -16.8% | +53.4% | -70.2% | -29.9% |
| 1Y | +3.0% | +81.6% | -78.6% | -16.0% |
| All | +131.9% | +341.8% | -209.8% | +54.5% |
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 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