-44.8%
COMP vs VICR
+118.7%
-163.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -4.9% | -1.0% |
| 7D | +1.4% | +0.4% | +0.9% | +1.1% |
| 30D | -13.3% | -13.9% | +0.6% | -10.4% |
| 3M | +41.1% | -38.4% | +79.5% | +56.4% |
| 6M | +17.2% | -7.2% | +24.4% | +9.9% |
| YTD | +5.2% | +72.0% | -66.8% | -20.0% |
| 1Y | +18.9% | +263.3% | -244.4% | -31.7% |
| 3Y | +215.9% | +173.3% | +42.6% | +74.6% |
| 5Y | -31.2% | +47.3% | -78.5% | -63.6% |
| All | -44.8% | +118.7% | -163.5% | -74.8% |
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