+46.0%
ASML vs VICR
+77.4%
-31.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | 0.0% |
| 7D | -2.9% | -9.7% | +6.8% | -0.4% |
| 30D | -15.2% | -39.2% | +24.0% | -4.1% |
| 3M | -12.9% | -22.6% | +9.7% | -9.5% |
| 6M | -5.0% | -37.0% | +31.9% | +1.7% |
| YTD | +41.8% | +47.5% | -5.7% | +8.9% |
| 1Y | +46.0% | +75.0% | -29.0% | +6.8% |
| All | +46.0% | +77.4% | -31.3% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling