+51.6%
CME vs VICR
+187.3%
-135.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -1.0% |
| 7D | -0.6% | +1.3% | -1.9% | -0.6% |
| 30D | +4.7% | -11.9% | +16.6% | +4.3% |
| 3M | +7.8% | -35.1% | +43.0% | +6.5% |
| 6M | -11.0% | +8.1% | -19.1% | -10.3% |
| YTD | +4.0% | +67.8% | -63.7% | +6.4% |
| 1Y | +9.1% | +267.3% | -258.2% | +14.9% |
| All | +51.6% | +187.3% | -135.8% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling