+440.3%
AXP vs VICR
+1,187.5%
-747.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.3% | -10.3% | -0.6% |
| 7D | -1.1% | -6.5% | +5.4% | -0.6% |
| 30D | +5.2% | -38.5% | +43.8% | +11.4% |
| 3M | -4.6% | -26.1% | +21.5% | -3.1% |
| 6M | +3.2% | -36.2% | +39.5% | +3.8% |
| YTD | -11.3% | +49.2% | -60.5% | -24.9% |
| 1Y | -11.0% | +87.0% | -98.0% | -27.6% |
| 3Y | +120.2% | +350.4% | -230.3% | +41.8% |
| 5Y | +91.7% | +3.7% | +88.0% | +49.9% |
| 10Y | +440.3% | +1,084.9% | -644.5% | +159.3% |
| All | +440.3% | +1,187.5% | -747.1% | +159.3% |
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