+493.8%
AVAV vs VICR
+1,508.7%
-1,014.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.9% | -0.5% | -4.4% |
| 7D | -3.2% | +1.3% | -4.4% | -3.4% |
| 30D | -25.6% | -11.9% | -13.6% | -24.0% |
| 3M | -20.2% | -35.1% | +14.9% | -15.8% |
| 6M | -38.1% | +8.1% | -46.2% | -42.7% |
| YTD | -41.8% | +67.8% | -109.6% | -51.5% |
| 1Y | -39.0% | +267.3% | -306.3% | -57.7% |
| 3Y | +24.1% | +191.2% | -167.1% | -15.9% |
| 5Y | +53.0% | +48.1% | +5.0% | +8.8% |
| 10Y | +493.8% | +1,546.1% | -1,052.3% | +92.1% |
| All | +493.8% | +1,508.7% | -1,014.8% | +92.1% |
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