+206.1%
COR vs VICR
-1.1%
+207.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.4% | +2.9% |
| 7D | +7.8% | +8.3% | -0.4% | +8.1% |
| 30D | +7.0% | -35.2% | +42.2% | +5.9% |
| 3M | +16.3% | -29.8% | +46.1% | +15.6% |
| 6M | +41.3% | -48.6% | +89.9% | +40.1% |
| YTD | +7.1% | +45.1% | -38.0% | +7.4% |
| 1Y | -0.8% | +79.6% | -80.4% | -0.3% |
| 3Y | +85.0% | +335.4% | -250.4% | +88.3% |
| All | +206.1% | -1.1% | +207.2% | +212.2% |
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 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