+132.2%
COP vs VICR
-1.1%
+133.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.7% |
| 7D | +4.4% | +8.3% | -3.9% | +4.2% |
| 30D | 0.0% | -35.2% | +35.1% | +0.8% |
| 3M | +15.0% | -29.8% | +44.8% | +15.5% |
| 6M | +22.0% | -48.6% | +70.6% | +23.0% |
| YTD | +55.3% | +45.1% | +10.2% | +47.0% |
| 1Y | +64.1% | +79.6% | -15.4% | +53.4% |
| 3Y | +34.1% | +335.4% | -301.3% | +17.1% |
| All | +132.2% | -1.1% | +133.3% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling