+29.4%
B vs VICR
+76.0%
-46.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -11.1% | +19.5% | +10.0% |
| 7D | +1.1% | -26.6% | +27.7% | +5.9% |
| 30D | +0.3% | -47.9% | +48.3% | +10.6% |
| 3M | +5.4% | -29.8% | +35.2% | +8.7% |
| 6M | +5.5% | -36.6% | +42.1% | +6.5% |
| YTD | -6.3% | +45.1% | -51.5% | -25.4% |
| 1Y | +29.4% | +80.0% | -50.7% | -7.1% |
| All | +29.4% | +76.0% | -46.6% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling