+170.6%
CVX vs VICR
+42.6%
+128.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.4% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | +9.1% | -15.6% | +24.7% | +9.4% |
| 3M | +13.1% | -35.4% | +48.4% | +13.7% |
| 6M | +16.3% | +1.3% | +15.0% | +14.1% |
| YTD | +43.5% | +62.5% | -19.0% | +37.0% |
| 1Y | +40.2% | +255.5% | -215.3% | +28.2% |
| 3Y | +44.2% | +182.0% | -137.7% | +30.6% |
| 5Y | +170.6% | +42.9% | +127.7% | +141.0% |
| All | +170.6% | +42.6% | +128.0% | +141.0% |
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