+219.9%
CTVA vs VICR
+499.3%
-279.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.5% | -0.8% |
| 7D | -5.8% | +1.3% | -7.1% | -6.0% |
| 30D | +11.1% | -11.9% | +23.0% | +12.1% |
| 3M | +13.2% | -35.1% | +48.4% | +16.8% |
| 6M | +8.7% | +8.1% | +0.6% | +3.1% |
| YTD | +27.3% | +67.8% | -40.5% | +12.8% |
| 1Y | +18.0% | +267.3% | -249.3% | -7.2% |
| 3Y | +76.5% | +191.2% | -114.7% | +35.0% |
| 5Y | +105.1% | +48.1% | +57.0% | +67.6% |
| All | +219.9% | +499.3% | -279.4% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling