+2,527.4%
D vs VICR
+10,303.5%
-7,776.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +2.4% | -9.7% | +12.1% | +2.7% |
| 30D | +10.9% | -39.2% | +50.2% | +13.1% |
| 3M | +2.8% | -22.6% | +25.4% | +3.2% |
| 6M | +12.7% | -37.0% | +49.7% | +13.1% |
| YTD | +20.3% | +47.5% | -27.2% | +14.4% |
| 1Y | +17.1% | +75.0% | -57.9% | +10.2% |
| 3Y | +75.1% | +343.0% | -267.8% | +51.9% |
| 5Y | +13.1% | +3.9% | +9.3% | +3.5% |
| 10Y | +48.3% | +1,034.6% | -986.3% | +12.7% |
| All | +2,527.4% | +10,303.5% | -7,776.1% | +1,489.7% |
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