+219.2%
CVX vs VICR
+1,679.8%
-1,460.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.5% | -0.2% |
| 7D | +2.6% | +5.0% | -2.3% | +2.2% |
| 30D | +9.8% | -12.5% | +22.3% | +10.7% |
| 3M | +16.2% | -33.6% | +49.8% | +18.5% |
| 6M | +13.6% | +10.7% | +2.9% | +8.7% |
| YTD | +44.4% | +80.6% | -36.2% | +30.4% |
| 1Y | +40.6% | +288.4% | -247.8% | +16.2% |
| 3Y | +48.2% | +213.8% | -165.6% | +20.0% |
| 5Y | +172.3% | +58.8% | +113.4% | +127.0% |
| All | +219.2% | +1,679.8% | -1,460.6% | +79.2% |
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 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