+158.8%
B vs VICR
+46.6%
+112.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.5% |
| 7D | +1.0% | +1.3% | -0.2% | +0.9% |
| 30D | +9.5% | -11.9% | +21.4% | +10.3% |
| 3M | +14.3% | -35.1% | +49.5% | +17.2% |
| 6M | -1.9% | +8.1% | -10.0% | -3.5% |
| YTD | +4.1% | +67.8% | -63.7% | -0.3% |
| 1Y | +56.1% | +267.3% | -211.2% | +43.4% |
| 3Y | +202.0% | +191.2% | +10.8% | +172.5% |
| 5Y | +158.8% | +48.1% | +110.7% | +131.3% |
| All | +158.8% | +46.6% | +112.2% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling