+105.1%
CTVA vs VICR
+57.6%
+47.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.2% | -11.9% | -1.3% |
| 7D | -4.5% | +5.0% | -9.5% | -4.8% |
| 30D | +11.3% | -12.5% | +23.8% | +11.9% |
| 3M | +12.3% | -33.6% | +45.9% | +14.0% |
| 6M | +7.2% | +10.7% | -3.5% | +4.2% |
| YTD | +26.0% | +80.6% | -54.6% | +18.0% |
| 1Y | +16.0% | +288.4% | -272.3% | +2.3% |
| 3Y | +73.9% | +213.8% | -139.9% | +50.0% |
| All | +105.1% | +57.6% | +47.5% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling