+316.5%
CHTR vs VICR
+2,044.5%
-1,728.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.2% | -7.4% | +2.6% |
| 7D | -4.1% | +5.0% | -9.1% | -4.6% |
| 30D | -3.0% | -12.5% | +9.5% | -2.0% |
| 3M | +4.8% | -33.6% | +38.4% | +7.7% |
| 6M | -35.0% | +10.7% | -45.7% | -38.3% |
| YTD | -30.2% | +80.6% | -110.7% | -38.0% |
| 1Y | -44.8% | +288.4% | -333.1% | -55.9% |
| 3Y | -66.6% | +213.8% | -280.3% | -73.9% |
| 5Y | -81.5% | +58.8% | -140.3% | -85.2% |
| 10Y | -44.8% | +1,671.8% | -1,716.6% | -70.4% |
| All | +316.5% | +2,044.5% | -1,728.0% | +106.9% |
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