+43.4%
CAPR vs VICR
+201.6%
-158.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -4.1% |
| 7D | -9.5% | +9.8% | -19.3% | -11.1% |
| 30D | +121.5% | -12.6% | +134.1% | +127.4% |
| 3M | -65.4% | -29.7% | -35.7% | -63.6% |
| 6M | -67.5% | +18.8% | -86.4% | -69.9% |
| YTD | -68.6% | +76.4% | -145.0% | -73.7% |
| 1Y | +42.7% | +282.4% | -239.7% | +0.1% |
| 3Y | +43.4% | +206.2% | -162.8% | -13.1% |
| All | +43.4% | +201.6% | -158.3% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling