+2,494.3%
D vs VICR
+10,497.2%
-8,002.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -3.1% | +21.9% | -25.0% | -4.0% |
| 30D | +8.4% | -38.4% | +46.7% | +10.4% |
| 3M | +0.2% | -27.2% | +27.4% | +0.9% |
| 6M | +9.5% | -43.7% | +53.2% | +10.7% |
| YTD | +18.8% | +50.3% | -31.5% | +12.8% |
| 1Y | +14.7% | +74.6% | -59.8% | +7.9% |
| 3Y | +72.9% | +351.2% | -278.3% | +49.9% |
| 5Y | +13.1% | +2.5% | +10.6% | +3.6% |
| 10Y | +47.2% | +1,031.9% | -984.7% | +11.9% |
| All | +2,494.3% | +10,497.2% | -8,002.8% | +1,468.2% |
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