+201.4%
B vs VICR
+1,679.8%
-1,478.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | -0.2% |
| 7D | -2.4% | +5.0% | -7.4% | -2.8% |
| 30D | +6.3% | -12.5% | +18.8% | +7.0% |
| 3M | +12.1% | -33.6% | +45.7% | +14.3% |
| 6M | -3.1% | +10.7% | -13.8% | -4.6% |
| YTD | +2.0% | +80.6% | -78.6% | -2.1% |
| 1Y | +51.7% | +288.4% | -236.7% | +40.4% |
| 3Y | +190.5% | +213.8% | -23.3% | +165.5% |
| 5Y | +158.0% | +58.8% | +99.1% | +136.1% |
| All | +201.4% | +1,679.8% | -1,478.4% | +167.9% |
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