+13.5%
D vs VICR
+7.1%
+6.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.4% | -0.4% |
| 7D | -2.4% | +5.7% | -8.1% | -2.4% |
| 30D | +9.0% | -35.2% | +44.2% | +9.0% |
| 3M | +1.0% | -20.3% | +21.2% | +0.9% |
| 6M | +11.0% | -46.3% | +57.3% | +11.0% |
| YTD | +19.8% | +53.4% | -33.6% | +18.3% |
| 1Y | +16.0% | +81.6% | -65.6% | +14.2% |
| 3Y | +74.4% | +360.5% | -286.2% | +66.6% |
| 5Y | +13.5% | +4.4% | +9.1% | +7.0% |
| All | +13.5% | +7.1% | +6.5% | +7.0% |
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