+205.3%
COPX vs VICR
+1,168.8%
-963.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +2.0% |
| 7D | +6.0% | +1.3% | +4.7% | +5.6% |
| 30D | +6.4% | -11.9% | +18.4% | +8.8% |
| 3M | +19.3% | -35.1% | +54.4% | +28.3% |
| 6M | +16.2% | +8.1% | +8.1% | +8.9% |
| YTD | +33.2% | +67.8% | -34.6% | +12.5% |
| 1Y | +90.2% | +267.3% | -177.1% | +32.5% |
| 3Y | +175.7% | +191.2% | -15.5% | +85.6% |
| 5Y | +193.1% | +48.1% | +145.0% | +106.5% |
| 10Y | +619.4% | +1,546.1% | -926.7% | +126.0% |
| All | +205.3% | +1,168.8% | -963.5% | -11.4% |
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 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