+423.6%
COMP vs VICR
+336.6%
+87.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.3% |
| 7D | 0.0% | +8.3% | -8.3% | -1.3% |
| 30D | +16.6% | -35.2% | +51.7% | +23.5% |
| 3M | -23.5% | -29.8% | +6.3% | -21.6% |
| 6M | +25.7% | -48.6% | +74.3% | +33.4% |
| YTD | -3.4% | +45.1% | -48.5% | -18.2% |
| 1Y | +7.6% | +79.6% | -72.0% | -12.6% |
| 3Y | +423.6% | +335.4% | +88.2% | +146.7% |
| All | +423.6% | +336.6% | +87.0% | +146.7% |
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