+44.6%
COP vs VICR
+272.1%
-227.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -0.9% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | +17.5% | -13.9% | +31.4% | +16.9% |
| 3M | +13.4% | -38.4% | +51.8% | +11.9% |
| 6M | +17.7% | -7.2% | +24.9% | +17.4% |
| YTD | +46.6% | +72.0% | -25.4% | +38.7% |
| 1Y | +44.6% | +263.3% | -218.7% | +32.2% |
| All | +44.6% | +272.1% | -227.5% | +32.2% |
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