-35.5%
DOW vs VICR
+42.6%
-78.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | -4.1% | -15.6% | +11.5% | -2.9% |
| 3M | -12.4% | -35.4% | +22.9% | -10.3% |
| 6M | -10.6% | +1.3% | -11.9% | -14.6% |
| YTD | +31.1% | +62.5% | -31.4% | +16.8% |
| 1Y | +30.5% | +255.5% | -224.9% | +4.3% |
| 3Y | -34.4% | +182.0% | -216.4% | -48.4% |
| 5Y | -35.5% | +42.9% | -78.4% | -49.2% |
| All | -35.5% | +42.6% | -78.1% | -49.2% |
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 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