+61.9%
D vs VICR
+201.6%
-139.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | +0.6% |
| 7D | +0.8% | +9.8% | -9.1% | +0.9% |
| 30D | -0.7% | -12.6% | +11.9% | -0.9% |
| 3M | +2.1% | -29.7% | +31.8% | +1.6% |
| 6M | +6.8% | +18.8% | -12.0% | +7.1% |
| YTD | +16.5% | +76.4% | -59.9% | +17.5% |
| 1Y | +19.2% | +282.4% | -263.2% | +20.8% |
| 3Y | +61.9% | +206.2% | -144.3% | +60.4% |
| All | +61.9% | +201.6% | -139.8% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling