+93.1%
ES vs VICR
+1,071.4%
-978.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.6% | +1.2% |
| 7D | +0.1% | +5.7% | -5.6% | -0.2% |
| 30D | +6.7% | -35.2% | +41.9% | +8.2% |
| 3M | +0.3% | -20.3% | +20.6% | +0.5% |
| 6M | +7.4% | -46.3% | +53.7% | +8.6% |
| YTD | +8.4% | +53.4% | -45.0% | +2.7% |
| 1Y | +0.6% | +81.6% | -80.9% | -5.6% |
| 3Y | +50.6% | +360.5% | -309.9% | +29.1% |
| 5Y | +4.8% | +4.4% | +0.4% | -2.6% |
| 10Y | +93.1% | +1,055.3% | -962.2% | +39.8% |
| All | +93.1% | +1,071.4% | -978.3% | +39.8% |
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