-97.9%
CAPR vs VICR
+1,514.4%
-1,612.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.4% | -3.5% | -6.4% |
| 7D | +5.9% | +8.3% | -2.4% | +4.9% |
| 30D | +44.6% | -35.2% | +79.8% | +52.1% |
| 3M | +126.4% | -29.8% | +156.2% | +133.7% |
| 6M | -68.6% | -48.6% | -20.0% | -66.8% |
| YTD | -67.0% | +45.1% | -112.1% | -70.6% |
| 1Y | +65.2% | +79.6% | -14.4% | +42.5% |
| 3Y | +235.6% | +335.4% | -99.8% | +144.1% |
| 5Y | +175.4% | -1.0% | +176.5% | +126.8% |
| 10Y | -65.0% | +993.1% | -1,058.1% | -76.3% |
| All | -97.9% | +1,514.4% | -1,612.3% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling