+1,221.5%
C vs VICR
+12,032.4%
-10,810.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.5% |
| 7D | +3.6% | +0.4% | +3.2% | +3.4% |
| 30D | +0.1% | -13.9% | +14.0% | +2.8% |
| 3M | +2.4% | -38.4% | +40.8% | +10.7% |
| 6M | +24.9% | -7.2% | +32.1% | +19.0% |
| YTD | +19.8% | +72.0% | -52.2% | -1.6% |
| 1Y | +44.9% | +263.3% | -218.4% | -1.8% |
| 3Y | +263.0% | +173.3% | +89.7% | +141.1% |
| 5Y | +129.5% | +47.3% | +82.2% | +55.5% |
| 10Y | +291.6% | +1,495.2% | -1,203.6% | +33.5% |
| All | +1,221.5% | +12,032.4% | -10,810.9% | +125.7% |
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