+114.9%
AXP vs VICR
+336.6%
-221.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.1% |
| 7D | -0.1% | +8.3% | -8.4% | -0.8% |
| 30D | +4.4% | -35.2% | +39.6% | +7.4% |
| 3M | -6.4% | -29.8% | +23.4% | -5.2% |
| 6M | +4.2% | -48.6% | +52.7% | +7.0% |
| YTD | -12.4% | +45.1% | -57.5% | -23.0% |
| 1Y | -11.1% | +79.6% | -90.7% | -24.3% |
| 3Y | +114.9% | +335.4% | -220.5% | +50.8% |
| All | +114.9% | +336.6% | -221.7% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling