+482.4%
CSX vs VICR
+1,568.0%
-1,085.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -1.1% |
| 7D | +0.6% | +9.8% | -9.2% | -0.6% |
| 30D | -2.3% | -12.6% | +10.3% | -1.0% |
| 3M | +4.3% | -29.7% | +34.0% | +7.2% |
| 6M | +23.4% | +18.8% | +4.5% | +15.9% |
| YTD | +36.4% | +76.4% | -40.0% | +20.5% |
| 1Y | +53.0% | +282.4% | -229.3% | +19.8% |
| 3Y | +70.6% | +206.2% | -135.5% | +30.0% |
| 5Y | +65.5% | +53.9% | +11.6% | +31.1% |
| 10Y | +482.4% | +1,572.3% | -1,090.0% | +191.8% |
| All | +482.4% | +1,568.0% | -1,085.6% | +191.8% |
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