+48.8%
D vs VICR
+1,016.5%
-967.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | -3.1% | +21.9% | -25.0% | -3.6% |
| 30D | +8.4% | -38.4% | +46.7% | +9.6% |
| 3M | +0.2% | -27.2% | +27.4% | +0.6% |
| 6M | +9.5% | -43.7% | +53.2% | +10.1% |
| YTD | +18.8% | +50.3% | -31.5% | +14.0% |
| 1Y | +14.7% | +74.6% | -59.8% | +9.2% |
| 3Y | +72.9% | +351.2% | -278.3% | +52.8% |
| 5Y | +13.1% | +2.5% | +10.6% | +7.2% |
| All | +48.8% | +1,016.5% | -967.8% | +14.3% |
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