+41.0%
AVAV vs VICR
+53.8%
-12.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.3% | +2.5% |
| 7D | +3.2% | +9.8% | -6.6% | +1.9% |
| 30D | -20.3% | -12.6% | -7.7% | -19.1% |
| 3M | -19.4% | -29.7% | +10.3% | -17.3% |
| 6M | -35.3% | +18.8% | -54.1% | -39.7% |
| YTD | -38.5% | +76.4% | -114.9% | -46.6% |
| 1Y | -37.2% | +282.4% | -319.6% | -51.9% |
| 3Y | +31.1% | +206.2% | -175.1% | -0.9% |
| 5Y | +41.0% | +53.9% | -12.9% | -1.6% |
| All | +41.0% | +53.8% | -12.8% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling