+12.6%
COMP vs VICR
+271.8%
-259.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.9% | -3.7% |
| 7D | +4.1% | +9.8% | -5.8% | +2.4% |
| 30D | -14.5% | -12.6% | -1.9% | -13.2% |
| 3M | +41.8% | -29.7% | +71.5% | +47.2% |
| 6M | +23.6% | +18.8% | +4.7% | +13.3% |
| YTD | +1.7% | +76.4% | -74.7% | -7.8% |
| 1Y | +12.6% | +282.4% | -269.8% | -1.1% |
| All | +12.6% | +271.8% | -259.2% | -1.1% |
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