+8,726.8%
CI vs VICR
+12,032.5%
-3,305.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.8% | -1.9% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +4.4% | -13.9% | +18.4% | +5.8% |
| 3M | +0.7% | -38.4% | +39.1% | +4.3% |
| 6M | +0.3% | -7.2% | +7.6% | -2.7% |
| YTD | +3.8% | +72.0% | -68.2% | -6.9% |
| 1Y | -5.5% | +263.3% | -268.8% | -23.3% |
| 3Y | +8.1% | +173.3% | -165.1% | -14.1% |
| 5Y | +42.8% | +47.3% | -4.5% | +14.3% |
| 10Y | +143.9% | +1,495.2% | -1,351.3% | +32.9% |
| All | +8,726.8% | +12,032.5% | -3,305.7% | +3,120.0% |
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