+87.5%
ES vs VICR
+1,508.7%
-1,421.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.3% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -1.0% | -11.9% | +10.9% | -0.6% |
| 3M | +1.5% | -35.1% | +36.6% | +2.8% |
| 6M | -3.5% | +8.1% | -11.6% | -5.6% |
| YTD | +7.0% | +67.8% | -60.8% | +1.8% |
| 1Y | +15.3% | +267.3% | -252.0% | +4.3% |
| 3Y | +30.2% | +191.2% | -161.0% | +16.3% |
| 5Y | -4.3% | +48.1% | -52.4% | -13.2% |
| 10Y | +87.5% | +1,546.1% | -1,458.6% | +34.4% |
| All | +87.5% | +1,508.7% | -1,421.2% | +34.4% |
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 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