+30.0%
CAPR vs VICR
+293.8%
-263.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.3% | -0.7% |
| 7D | -11.0% | +5.0% | -15.9% | -11.6% |
| 30D | +99.8% | -12.5% | +112.2% | +103.0% |
| 3M | -66.6% | -33.6% | -33.0% | -64.9% |
| 6M | -75.1% | +10.7% | -85.7% | -74.7% |
| YTD | -71.0% | +80.6% | -151.6% | -69.4% |
| 1Y | +30.0% | +288.4% | -258.4% | +62.3% |
| All | +30.0% | +293.8% | -263.8% | +62.3% |
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