+464.9%
AXP vs VICR
+1,568.0%
-1,103.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.4% |
| 7D | +0.6% | +9.8% | -9.3% | -0.9% |
| 30D | -4.3% | -12.6% | +8.3% | -2.8% |
| 3M | +4.7% | -29.7% | +34.4% | +8.3% |
| 6M | +9.0% | +18.8% | -9.9% | +0.1% |
| YTD | -11.1% | +76.4% | -87.5% | -24.6% |
| 1Y | +1.3% | +282.4% | -281.1% | -26.5% |
| 3Y | +114.5% | +206.2% | -91.7% | +51.8% |
| 5Y | +118.0% | +53.9% | +64.1% | +61.4% |
| 10Y | +464.9% | +1,572.3% | -1,107.4% | +151.6% |
| All | +464.9% | +1,568.0% | -1,103.1% | +151.6% |
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 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