+17,451.9%
COR vs VICR
+1,158.2%
+16,293.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.3% | -2.3% |
| 7D | +2.8% | +0.4% | +2.3% | +2.7% |
| 30D | +4.5% | -13.9% | +18.5% | +5.5% |
| 3M | +22.7% | -38.4% | +61.1% | +25.7% |
| 6M | -9.7% | -7.2% | -2.5% | -12.1% |
| YTD | -1.4% | +72.0% | -73.5% | -9.4% |
| 1Y | +13.9% | +263.3% | -249.4% | -2.7% |
| 3Y | +94.0% | +173.3% | -79.3% | +62.9% |
| 5Y | +184.0% | +47.3% | +136.7% | +140.0% |
| 10Y | +406.8% | +1,495.2% | -1,088.4% | +216.0% |
| All | +17,451.9% | +1,158.2% | +16,293.7% | +8,555.0% |
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