+294.7%
C vs VICR
+1,508.7%
-1,214.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.6% |
| 7D | +2.6% | +1.3% | +1.3% | +2.3% |
| 30D | +1.9% | -11.9% | +13.9% | +3.7% |
| 3M | +2.8% | -35.1% | +37.9% | +8.3% |
| 6M | +30.6% | +8.1% | +22.4% | +22.3% |
| YTD | +19.9% | +67.8% | -47.9% | +2.7% |
| 1Y | +44.6% | +267.3% | -222.7% | +5.3% |
| 3Y | +272.1% | +191.2% | +80.9% | +164.9% |
| 5Y | +132.0% | +48.1% | +83.9% | +72.8% |
| 10Y | +294.7% | +1,546.1% | -1,251.5% | +58.2% |
| All | +294.7% | +1,508.7% | -1,214.0% | +58.2% |
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