-17.9%
COMP vs VICR
-6.0%
-11.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.7% | +2.0% | +8.4% |
| 7D | +13.4% | -23.1% | +36.6% | +20.9% |
| 30D | +11.1% | -48.1% | +59.2% | +29.4% |
| 3M | -18.8% | -32.8% | +14.0% | -14.6% |
| 6M | +10.5% | -47.6% | +58.1% | +18.4% |
| YTD | -3.4% | +34.0% | -37.4% | -25.4% |
| 1Y | +19.7% | +65.0% | -45.3% | -14.0% |
| 3Y | +381.6% | +277.1% | +104.5% | +115.3% |
| All | -17.9% | -6.0% | -11.9% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling