+29.7%
EQIX vs VICR
+76.0%
-46.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -11.1% | +15.1% | +4.8% |
| 7D | +4.6% | -26.6% | +31.2% | +7.1% |
| 30D | +3.0% | -47.9% | +50.9% | +7.9% |
| 3M | +0.7% | -29.8% | +30.5% | +2.6% |
| 6M | -1.7% | -36.6% | +34.9% | -0.8% |
| YTD | +39.7% | +45.1% | -5.5% | +28.2% |
| 1Y | +29.7% | +80.0% | -50.3% | +16.0% |
| All | +29.7% | +76.0% | -46.2% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling