-5.6%
COST vs VICR
+293.8%
-299.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.9% | +0.6% |
| 7D | -1.2% | +5.0% | -6.2% | -1.0% |
| 30D | -4.7% | -12.5% | +7.8% | -5.0% |
| 3M | -7.1% | -33.6% | +26.5% | -7.8% |
| 6M | -8.5% | +10.7% | -19.2% | -10.0% |
| YTD | +5.4% | +80.6% | -75.2% | +1.9% |
| 1Y | -5.6% | +288.4% | -294.0% | -13.0% |
| All | -5.6% | +293.8% | -299.4% | -13.0% |
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 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