+1,472.1%
AXTI vs VICR
+1,679.8%
-207.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.0% | -3.8% |
| 7D | +5.1% | +5.0% | +0.1% | +3.1% |
| 30D | -17.5% | -12.5% | -5.0% | -12.8% |
| 3M | -26.7% | -33.6% | +6.9% | -13.5% |
| 6M | +36.8% | +10.7% | +26.1% | +34.1% |
| YTD | +296.1% | +80.6% | +215.6% | +239.4% |
| 1Y | +1,810.6% | +288.4% | +1,522.3% | +1,207.9% |
| 3Y | +2,587.6% | +213.8% | +2,373.8% | +1,639.8% |
| 5Y | +601.7% | +58.8% | +542.9% | +401.5% |
| All | +1,472.1% | +1,679.8% | -207.7% | +525.0% |
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