+18,977.1%
COR vs VICR
+961.3%
+18,015.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.4% | +3.2% |
| 7D | +7.8% | +8.3% | -0.4% | +7.2% |
| 30D | +7.0% | -35.2% | +42.2% | +9.9% |
| 3M | +16.3% | -29.8% | +46.1% | +17.8% |
| 6M | +41.3% | -48.6% | +89.9% | +44.4% |
| YTD | +7.1% | +45.1% | -38.0% | -1.4% |
| 1Y | -0.8% | +79.6% | -80.4% | -10.5% |
| 3Y | +85.0% | +335.4% | -250.4% | +47.1% |
| 5Y | +203.9% | -1.0% | +204.9% | +163.7% |
| 10Y | +510.3% | +993.1% | -482.9% | +289.1% |
| All | +18,977.1% | +961.3% | +18,015.8% | +9,315.0% |
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