+3.9%
D vs VICR
+46.6%
-42.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.7% |
| 7D | -0.4% | +1.3% | -1.7% | -0.4% |
| 30D | -2.1% | -11.9% | +9.9% | -2.0% |
| 3M | -0.7% | -35.1% | +34.4% | -0.7% |
| 6M | +5.6% | +8.1% | -2.6% | +5.0% |
| YTD | +14.6% | +67.8% | -53.2% | +13.3% |
| 1Y | +15.3% | +267.3% | -252.0% | +12.7% |
| 3Y | +59.1% | +191.2% | -132.1% | +54.6% |
| 5Y | +3.9% | +48.1% | -44.2% | -4.1% |
| All | +3.9% | +46.6% | -42.7% | -4.1% |
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