-10.4%
DOW vs VICR
+497.0%
-507.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.1% |
| 7D | -2.9% | +9.8% | -12.8% | -4.3% |
| 30D | +2.0% | -12.6% | +14.6% | +3.5% |
| 3M | -12.5% | -29.7% | +17.2% | -10.2% |
| 6M | -9.2% | +18.8% | -28.0% | -17.5% |
| YTD | +30.8% | +76.4% | -45.6% | +8.6% |
| 1Y | +29.4% | +282.4% | -253.0% | -8.8% |
| 3Y | -34.6% | +206.2% | -240.7% | -55.0% |
| 5Y | -35.9% | +53.9% | -89.9% | -52.5% |
| All | -10.4% | +497.0% | -507.5% | -63.4% |
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