+6,651.5%
CME vs VICR
+2,359.0%
+4,292.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.1% |
| 7D | -0.6% | +1.3% | -1.9% | -0.9% |
| 30D | +4.7% | -11.9% | +16.6% | +6.1% |
| 3M | +7.8% | -35.1% | +43.0% | +12.3% |
| 6M | -11.0% | +8.1% | -19.1% | -17.0% |
| YTD | +4.0% | +67.8% | -63.7% | -10.6% |
| 1Y | +9.1% | +267.3% | -258.2% | -18.9% |
| 3Y | +52.3% | +191.2% | -138.9% | +7.9% |
| 5Y | +76.1% | +48.1% | +28.0% | +27.9% |
| 10Y | +280.6% | +1,546.1% | -1,265.5% | +37.3% |
| All | +6,651.5% | +2,359.0% | +4,292.5% | +1,594.6% |
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