-78.9%
CAPR vs VICR
+1,501.2%
-1,580.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.8% | -3.2% |
| 7D | -10.6% | -0.4% | -10.2% | -10.5% |
| 30D | +111.2% | -15.6% | +126.8% | +120.4% |
| 3M | -67.2% | -35.4% | -31.9% | -64.6% |
| 6M | -75.1% | +1.3% | -76.4% | -76.8% |
| YTD | -71.2% | +62.5% | -133.7% | -76.7% |
| 1Y | +31.1% | +255.5% | -224.3% | -15.9% |
| 3Y | +31.3% | +182.0% | -150.7% | -18.1% |
| 5Y | +69.4% | +42.9% | +26.5% | +12.3% |
| All | -78.9% | +1,501.2% | -1,580.0% | -92.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling