+606.1%
COST vs VICR
+1,679.8%
-1,073.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.9% | -0.5% |
| 7D | -1.2% | +5.0% | -6.2% | -1.6% |
| 30D | -4.7% | -12.5% | +7.8% | -4.0% |
| 3M | -7.1% | -33.6% | +26.5% | -5.3% |
| 6M | -8.5% | +10.7% | -19.2% | -12.3% |
| YTD | +5.4% | +80.6% | -75.2% | -4.0% |
| 1Y | -5.6% | +288.4% | -294.0% | -20.9% |
| 3Y | +68.5% | +213.8% | -145.3% | +38.6% |
| 5Y | +105.2% | +58.8% | +46.4% | +72.3% |
| All | +606.1% | +1,679.8% | -1,073.7% | +343.5% |
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