+395.2%
COR vs VICR
+1,679.8%
-1,284.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -0.2% |
| 7D | -2.8% | +5.0% | -7.8% | -3.0% |
| 30D | +2.6% | -12.5% | +15.0% | +3.0% |
| 3M | +14.5% | -33.6% | +48.1% | +15.6% |
| 6M | -7.8% | +10.7% | -18.5% | -10.5% |
| YTD | -4.2% | +80.6% | -84.8% | -10.0% |
| 1Y | +7.0% | +288.4% | -281.4% | -4.6% |
| 3Y | +85.5% | +213.8% | -128.3% | +63.1% |
| 5Y | +181.2% | +58.8% | +122.4% | +154.6% |
| All | +395.2% | +1,679.8% | -1,284.6% | +186.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling