+11.9%
COST vs VICR
+76.0%
-64.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -11.1% | +13.8% | +2.1% |
| 7D | +6.6% | -26.6% | +33.2% | +5.1% |
| 30D | +13.5% | -47.9% | +61.4% | +10.5% |
| 3M | +10.6% | -29.8% | +40.3% | +9.3% |
| 6M | +3.6% | -36.6% | +40.3% | +2.0% |
| YTD | +22.1% | +45.1% | -23.1% | +17.5% |
| 1Y | +11.9% | +80.0% | -68.1% | +7.9% |
| All | +11.9% | +76.0% | -64.1% | +7.9% |
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