+35.5%
D vs VICR
+1,501.2%
-1,465.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | 0.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | -3.5% | -15.6% | +12.1% | -3.1% |
| 3M | -1.6% | -35.4% | +33.8% | -0.7% |
| 6M | +5.8% | +1.3% | +4.5% | +4.3% |
| YTD | +14.5% | +62.5% | -48.0% | +10.3% |
| 1Y | +14.2% | +255.5% | -241.3% | +5.6% |
| 3Y | +59.0% | +182.0% | -123.0% | +45.6% |
| 5Y | +5.4% | +42.9% | -37.5% | -2.2% |
| All | +35.5% | +1,501.2% | -1,465.7% | +4.3% |
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