+2,430.1%
D vs VICR
+12,032.5%
-9,602.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.7% |
| 7D | +1.5% | +0.4% | +1.0% | +1.4% |
| 30D | -2.6% | -13.9% | +11.4% | -2.0% |
| 3M | 0.0% | -38.4% | +38.4% | +1.8% |
| 6M | +7.4% | -7.2% | +14.6% | +5.9% |
| YTD | +15.9% | +72.0% | -56.2% | +10.2% |
| 1Y | +18.1% | +263.3% | -245.2% | +7.1% |
| 3Y | +58.4% | +173.3% | -114.9% | +42.4% |
| 5Y | +5.2% | +47.3% | -42.1% | -4.9% |
| 10Y | +35.9% | +1,495.2% | -1,459.3% | +2.1% |
| All | +2,430.1% | +12,032.5% | -9,602.3% | +1,432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling