+72.5%
CAPR vs VICR
+46.6%
+25.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.3% | -3.8% |
| 7D | -12.6% | +1.3% | -13.9% | -12.8% |
| 30D | +124.4% | -11.9% | +136.4% | +129.5% |
| 3M | -66.8% | -35.1% | -31.6% | -64.9% |
| 6M | -71.8% | +8.1% | -79.9% | -73.1% |
| YTD | -70.1% | +67.8% | -137.8% | -73.9% |
| 1Y | +33.3% | +267.3% | -234.0% | +0.9% |
| 3Y | +36.7% | +191.2% | -154.5% | +1.3% |
| 5Y | +72.5% | +48.1% | +24.4% | +18.6% |
| All | +72.5% | +46.6% | +25.9% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling