+664.2%
B vs VICR
+12,032.4%
-11,368.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.4% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | +9.4% | -13.9% | +23.4% | +10.0% |
| 3M | +5.0% | -38.4% | +43.4% | +6.6% |
| 6M | -3.5% | -7.2% | +3.7% | -3.9% |
| YTD | +4.5% | +72.0% | -67.6% | +1.8% |
| 1Y | +67.8% | +263.3% | -195.5% | +59.4% |
| 3Y | +196.7% | +173.3% | +23.4% | +180.5% |
| 5Y | +151.9% | +47.3% | +104.6% | +138.7% |
| 10Y | +202.2% | +1,495.2% | -1,293.0% | +164.8% |
| All | +664.2% | +12,032.4% | -11,368.2% | +756.7% |
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