+1,395.4%
ASML vs VICR
+1,052.0%
+343.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.7% | -3.7% | +2.7% |
| 7D | -9.0% | -23.1% | +14.1% | -2.6% |
| 30D | -21.0% | -48.1% | +27.1% | -7.1% |
| 3M | -16.3% | -32.8% | +16.5% | -9.6% |
| 6M | -7.5% | -47.6% | +40.1% | +3.3% |
| YTD | +34.0% | +34.0% | 0.0% | +13.9% |
| 1Y | +39.3% | +65.0% | -25.7% | +11.7% |
| 3Y | +128.9% | +277.1% | -148.2% | +32.7% |
| 5Y | +76.1% | -5.3% | +81.4% | +32.5% |
| All | +1,395.4% | +1,052.0% | +343.4% | +572.1% |
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