+4,272.0%
COP vs VICR
+12,032.5%
-7,760.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.6% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +17.5% | -13.9% | +31.4% | +18.9% |
| 3M | +13.4% | -38.4% | +51.8% | +17.3% |
| 6M | +17.7% | -7.2% | +24.9% | +14.0% |
| YTD | +46.6% | +72.0% | -25.4% | +31.7% |
| 1Y | +44.6% | +263.3% | -218.7% | +18.4% |
| 3Y | +20.7% | +173.3% | -152.6% | -2.6% |
| 5Y | +185.0% | +47.3% | +137.7% | +132.4% |
| 10Y | +347.0% | +1,495.2% | -1,148.2% | +166.0% |
| All | +4,272.0% | +12,032.5% | -7,760.5% | +2,077.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling