+22.6%
D vs VICR
+76.0%
-53.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -11.1% | +15.6% | +4.0% |
| 7D | +8.5% | -26.6% | +35.1% | +7.3% |
| 30D | +14.3% | -47.9% | +62.3% | +12.1% |
| 3M | +1.8% | -29.8% | +31.5% | +0.8% |
| 6M | +13.0% | -36.6% | +49.7% | +11.7% |
| YTD | +22.7% | +45.1% | -22.4% | +28.3% |
| 1Y | +22.6% | +80.0% | -57.4% | +30.8% |
| All | +22.6% | +76.0% | -53.4% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling