+14,278.8%
COST vs VICR
+11,731.3%
+2,547.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.3% |
| 7D | -2.8% | +1.3% | -4.0% | -3.0% |
| 30D | -5.3% | -11.9% | +6.7% | -4.2% |
| 3M | -6.7% | -35.1% | +28.5% | -3.7% |
| 6M | -9.9% | +8.1% | -18.1% | -14.5% |
| YTD | +5.1% | +67.8% | -62.6% | -6.1% |
| 1Y | -7.3% | +267.3% | -274.6% | -25.7% |
| 3Y | +70.4% | +191.2% | -120.8% | +33.4% |
| 5Y | +104.4% | +48.1% | +56.3% | +63.6% |
| 10Y | +609.0% | +1,546.1% | -937.1% | +282.0% |
| All | +14,278.8% | +11,731.3% | +2,547.5% | +3,873.6% |
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