+1,096.5%
C vs VICR
+10,134.2%
-9,037.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.7% |
| 7D | +4.2% | +8.3% | -4.1% | +2.3% |
| 30D | +2.0% | -35.2% | +37.2% | +9.9% |
| 3M | -10.1% | -29.8% | +19.7% | -6.7% |
| 6M | +1.0% | -48.6% | +49.6% | +8.5% |
| YTD | +8.5% | +45.1% | -36.6% | -10.7% |
| 1Y | +25.7% | +79.6% | -53.8% | -1.5% |
| 3Y | +216.0% | +335.4% | -119.4% | +84.3% |
| 5Y | +112.3% | -1.0% | +113.3% | +52.6% |
| 10Y | +217.8% | +993.1% | -775.3% | +14.3% |
| All | +1,096.5% | +10,134.2% | -9,037.7% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling