+567.1%
B vs VICR
+10,716.6%
-10,149.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -1.7% |
| 7D | -2.7% | +5.7% | -8.3% | -3.0% |
| 30D | -4.3% | -35.2% | +30.9% | -3.0% |
| 3M | -2.3% | -20.3% | +18.0% | -2.0% |
| 6M | -16.2% | -46.3% | +30.1% | -15.0% |
| YTD | -8.8% | +53.4% | -62.2% | -11.1% |
| 1Y | +11.4% | +81.6% | -70.2% | +7.9% |
| 3Y | +174.3% | +360.5% | -186.3% | +154.9% |
| 5Y | +116.2% | +4.4% | +111.8% | +106.2% |
| 10Y | +222.7% | +1,055.3% | -832.6% | +184.5% |
| All | +567.1% | +10,716.6% | -10,149.5% | +647.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling