-97.9%
CAPR vs VICR
+1,813.9%
-1,911.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.5% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | +139.2% | -13.9% | +153.1% | +144.8% |
| 3M | -66.4% | -38.4% | -28.0% | -64.5% |
| 6M | -63.1% | -7.2% | -55.9% | -64.0% |
| YTD | -67.4% | +72.0% | -139.5% | -71.2% |
| 1Y | +58.2% | +263.3% | -205.0% | +24.1% |
| 3Y | +42.2% | +173.3% | -131.1% | +11.0% |
| 5Y | +87.3% | +47.3% | +39.9% | +48.7% |
| 10Y | -75.3% | +1,495.2% | -1,570.4% | -83.4% |
| All | -97.9% | +1,813.9% | -1,911.8% | -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