+1,325.8%
CRWD vs VICR
+519.8%
+806.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.2% | -12.2% | -3.6% |
| 7D | -3.0% | +5.0% | -7.9% | -4.3% |
| 30D | -6.8% | -12.5% | +5.7% | -4.3% |
| 3M | +19.6% | -33.6% | +53.2% | +28.1% |
| 6M | +87.1% | +10.7% | +76.4% | +69.9% |
| YTD | +76.4% | +80.6% | -4.2% | +37.7% |
| 1Y | +90.8% | +288.4% | -197.5% | +18.0% |
| 3Y | +380.0% | +213.8% | +166.2% | +185.2% |
| 5Y | +215.6% | +58.8% | +156.8% | +110.1% |
| All | +1,325.8% | +519.8% | +806.0% | +392.7% |
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