+74.7%
CSX vs VICR
+187.7%
-113.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.5% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | -3.1% | -13.9% | +10.9% | -2.3% |
| 3M | +7.2% | -38.4% | +45.6% | +9.5% |
| 6M | +16.2% | -7.2% | +23.4% | +13.8% |
| YTD | +37.5% | +72.0% | -34.5% | +28.8% |
| 1Y | +53.2% | +263.3% | -210.1% | +34.4% |
| All | +74.7% | +187.7% | -113.0% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling