+58.2%
CAPR vs VICR
+272.1%
-213.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | +139.2% | -13.9% | +153.1% | +144.1% |
| 3M | -66.4% | -38.4% | -28.0% | -64.4% |
| 6M | -63.1% | -7.2% | -55.9% | -62.5% |
| YTD | -67.4% | +72.0% | -139.5% | -65.8% |
| 1Y | +58.2% | +263.3% | -205.0% | +88.5% |
| All | +58.2% | +272.1% | -213.9% | +88.5% |
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