+239.3%
EQIX vs VICR
+468.7%
-229.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +1.2% |
| 7D | +2.3% | +1.3% | +1.1% | +2.0% |
| 30D | +0.4% | -11.9% | +12.4% | +2.6% |
| 3M | -1.1% | -35.1% | +34.0% | +5.3% |
| 6M | +11.5% | +8.1% | +3.3% | +3.1% |
| YTD | +38.2% | +67.8% | -29.5% | +15.1% |
| 1Y | +36.7% | +267.3% | -230.6% | -5.7% |
| 3Y | +44.1% | +191.2% | -147.1% | -4.7% |
| 5Y | +34.8% | +48.1% | -13.2% | -7.2% |
| 10Y | +248.8% | +1,546.1% | -1,297.3% | +11.2% |
| All | +239.3% | +468.7% | -229.4% | -1.6% |
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