+672.3%
AU vs VICR
+1,679.8%
-1,007.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | -0.3% |
| 7D | -4.3% | +5.0% | -9.2% | -4.7% |
| 30D | +7.3% | -12.5% | +19.8% | +8.1% |
| 3M | +26.3% | -33.6% | +59.9% | +29.0% |
| 6M | +1.8% | +10.7% | -8.9% | -0.5% |
| YTD | +26.8% | +80.6% | -53.8% | +20.3% |
| 1Y | +66.7% | +288.4% | -221.7% | +51.4% |
| 3Y | +579.1% | +213.8% | +365.3% | +506.6% |
| 5Y | +689.3% | +58.8% | +630.5% | +606.9% |
| All | +672.3% | +1,679.8% | -1,007.5% | +636.9% |
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