-12.1%
DOW vs VICR
+511.2%
-523.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.2% | -13.2% | -3.7% |
| 7D | -1.4% | +5.0% | -6.4% | -2.2% |
| 30D | -3.9% | -12.5% | +8.5% | -2.6% |
| 3M | -12.7% | -33.6% | +20.9% | -9.4% |
| 6M | -13.7% | +10.7% | -24.4% | -20.6% |
| YTD | +28.4% | +80.6% | -52.2% | +6.1% |
| 1Y | +21.8% | +288.4% | -266.6% | -14.5% |
| 3Y | -35.7% | +213.8% | -249.5% | -56.0% |
| 5Y | -36.8% | +58.8% | -95.7% | -53.5% |
| All | -12.1% | +511.2% | -523.3% | -64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling