+16.5%
CME vs VICR
+70.3%
-53.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.6% |
| 7D | +3.9% | +8.3% | -4.3% | +4.5% |
| 30D | +11.3% | -35.2% | +46.5% | +9.1% |
| 3M | +19.6% | -29.8% | +49.4% | +18.1% |
| 6M | +8.1% | -48.6% | +56.6% | +6.2% |
| YTD | +20.4% | +45.1% | -24.7% | +14.7% |
| 1Y | +16.5% | +79.6% | -63.1% | +10.8% |
| All | +16.5% | +70.3% | -53.8% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling