+338.5%
COP vs VICR
+1,679.8%
-1,341.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -10.9% | -0.9% |
| 7D | +2.3% | +5.0% | -2.7% | +1.7% |
| 30D | +8.6% | -12.5% | +21.1% | +9.7% |
| 3M | +19.9% | -33.6% | +53.5% | +23.0% |
| 6M | +19.0% | +10.7% | +8.4% | +12.5% |
| YTD | +50.0% | +80.6% | -30.6% | +31.9% |
| 1Y | +50.5% | +288.4% | -237.8% | +18.6% |
| 3Y | +25.2% | +213.8% | -188.6% | -3.9% |
| 5Y | +194.3% | +58.8% | +135.4% | +134.2% |
| All | +338.5% | +1,679.8% | -1,341.2% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling