+4,297.4%
COP vs VICR
+12,339.4%
-8,042.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.3% |
| 7D | -0.8% | +9.8% | -10.7% | -1.8% |
| 30D | +15.6% | -12.6% | +28.2% | +16.8% |
| 3M | +14.3% | -29.7% | +44.0% | +16.7% |
| 6M | +17.0% | +18.8% | -1.9% | +10.4% |
| YTD | +47.4% | +76.4% | -28.9% | +32.1% |
| 1Y | +52.4% | +282.4% | -230.0% | +24.1% |
| 3Y | +20.8% | +206.2% | -185.4% | -3.7% |
| 5Y | +191.7% | +53.9% | +137.8% | +136.7% |
| 10Y | +325.1% | +1,572.3% | -1,247.2% | +151.7% |
| All | +4,297.4% | +12,339.4% | -8,042.0% | +2,084.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling