+47.2%
CAPR vs VICR
+76.0%
-28.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -11.1% | +19.4% | +9.9% |
| 7D | +43.2% | -26.6% | +69.8% | +49.6% |
| 30D | +14.7% | -47.9% | +62.6% | +26.6% |
| 3M | +113.9% | -29.8% | +143.7% | +120.1% |
| 6M | -73.4% | -36.6% | -36.7% | -72.4% |
| YTD | -69.1% | +45.1% | -114.2% | -74.4% |
| 1Y | +47.2% | +80.0% | -32.8% | -24.3% |
| All | +47.2% | +76.0% | -28.8% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling