+24.5%
COP vs VICR
+187.3%
-162.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.2% |
| 7D | -0.5% | +1.3% | -1.7% | -0.5% |
| 30D | +11.7% | -11.9% | +23.7% | +11.8% |
| 3M | +17.7% | -35.1% | +52.8% | +18.0% |
| 6M | +18.3% | +8.1% | +10.2% | +15.3% |
| YTD | +49.1% | +67.8% | -18.7% | +40.3% |
| 1Y | +53.3% | +267.3% | -214.0% | +36.9% |
| All | +24.5% | +187.3% | -162.9% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling