+13.9%
COR vs VICR
+272.1%
-258.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.3% | -1.5% |
| 7D | +2.8% | +0.4% | +2.3% | +2.8% |
| 30D | +4.5% | -13.9% | +18.5% | +3.8% |
| 3M | +22.7% | -38.4% | +61.1% | +20.4% |
| 6M | -9.7% | -7.2% | -2.5% | -12.1% |
| YTD | -1.4% | +72.0% | -73.5% | -3.5% |
| 1Y | +13.9% | +263.3% | -249.4% | +15.4% |
| All | +13.9% | +272.1% | -258.2% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling