+269.3%
C vs VICR
+201.6%
+67.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.0% |
| 7D | +3.2% | +9.8% | -6.7% | +1.9% |
| 30D | +1.3% | -12.6% | +13.9% | +2.7% |
| 3M | +3.1% | -29.7% | +32.8% | +6.1% |
| 6M | +29.6% | +18.8% | +10.8% | +21.2% |
| YTD | +19.0% | +76.4% | -57.4% | +4.6% |
| 1Y | +45.6% | +282.4% | -236.7% | +12.8% |
| 3Y | +269.3% | +206.2% | +63.1% | +177.4% |
| All | +269.3% | +201.6% | +67.6% | +177.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling