+112.2%
C vs VICR
+3.5%
+108.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.4% |
| 7D | -0.4% | -9.7% | +9.3% | +0.5% |
| 30D | -5.2% | -39.2% | +34.1% | -0.6% |
| 3M | -9.1% | -22.6% | +13.5% | -8.3% |
| 6M | -1.6% | -37.0% | +35.4% | -0.4% |
| YTD | +6.9% | +47.5% | -40.6% | -4.4% |
| 1Y | +23.0% | +75.0% | -52.0% | +7.5% |
| 3Y | +216.1% | +343.0% | -126.8% | +134.9% |
| 5Y | +112.2% | +3.9% | +108.4% | +68.4% |
| All | +112.2% | +3.5% | +108.7% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling