+207.0%
C vs VICR
+978.3%
-771.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.5% |
| 7D | +4.2% | +8.3% | -4.1% | +2.8% |
| 30D | +2.0% | -35.2% | +37.2% | +7.9% |
| 3M | -10.1% | -29.8% | +19.7% | -7.5% |
| 6M | +1.0% | -48.6% | +49.6% | +6.8% |
| YTD | +8.5% | +45.1% | -36.6% | -7.2% |
| 1Y | +25.7% | +79.6% | -53.8% | +3.4% |
| 3Y | +216.0% | +335.4% | -119.4% | +104.6% |
| 5Y | +112.3% | -1.0% | +113.3% | +69.3% |
| All | +207.0% | +978.3% | -771.3% | +35.4% |
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