+398.8%
CSX vs VICR
+1,056.5%
-657.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.7% | -12.1% | -4.3% |
| 7D | -5.5% | -23.1% | +17.6% | -3.0% |
| 30D | +4.9% | -48.1% | +53.0% | +11.9% |
| 3M | -2.9% | -32.8% | +30.0% | -0.4% |
| 6M | +8.3% | -47.6% | +56.0% | +11.8% |
| YTD | +36.7% | +34.0% | +2.7% | +22.5% |
| 1Y | +41.5% | +65.0% | -23.5% | +23.1% |
| 3Y | +68.6% | +277.1% | -208.5% | +22.1% |
| 5Y | +48.4% | -5.3% | +53.7% | +25.3% |
| All | +398.8% | +1,056.5% | -657.7% | +190.6% |
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 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