+207.2%
C vs VICR
+1,016.5%
-809.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | +4.7% | +21.9% | -17.2% | +1.4% |
| 30D | +0.2% | -38.4% | +38.5% | +6.8% |
| 3M | -9.3% | -27.2% | +17.8% | -7.2% |
| 6M | -0.8% | -43.7% | +42.9% | +3.3% |
| YTD | +8.5% | +50.3% | -41.8% | -7.7% |
| 1Y | +23.1% | +74.6% | -51.5% | +1.8% |
| 3Y | +220.8% | +351.2% | -130.4% | +106.5% |
| 5Y | +112.4% | +2.5% | +109.9% | +68.4% |
| All | +207.2% | +1,016.5% | -809.4% | +34.7% |
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 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