+274.2%
CME vs VICR
+1,679.8%
-1,405.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | 0.0% |
| 7D | -1.6% | +5.0% | -6.5% | -1.8% |
| 30D | +5.6% | -12.5% | +18.1% | +6.1% |
| 3M | +5.6% | -33.6% | +39.2% | +6.9% |
| 6M | -8.3% | +10.7% | -18.9% | -10.8% |
| YTD | +4.3% | +80.6% | -76.2% | -2.1% |
| 1Y | +9.1% | +288.4% | -279.3% | -3.5% |
| 3Y | +52.1% | +213.8% | -161.7% | +32.2% |
| 5Y | +79.7% | +58.8% | +20.8% | +60.4% |
| All | +274.2% | +1,679.8% | -1,405.5% | +124.8% |
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