+358.9%
CBOE vs VICR
+1,679.8%
-1,320.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.2% | -13.4% | -2.5% |
| 7D | -5.8% | +5.0% | -10.8% | -5.9% |
| 30D | -3.1% | -12.5% | +9.3% | -2.9% |
| 3M | -4.8% | -33.6% | +28.8% | -4.1% |
| 6M | -0.6% | +10.7% | -11.2% | -1.9% |
| YTD | +12.8% | +80.6% | -67.8% | +9.0% |
| 1Y | +19.8% | +288.4% | -268.6% | +12.0% |
| 3Y | +86.9% | +213.8% | -126.9% | +73.2% |
| 5Y | +136.5% | +58.8% | +77.7% | +123.2% |
| All | +358.9% | +1,679.8% | -1,320.9% | +246.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling