+1.8%
ES vs VICR
+70.3%
-68.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.7% |
| 7D | +2.7% | +8.3% | -5.6% | +3.0% |
| 30D | +7.6% | -35.2% | +42.8% | +6.9% |
| 3M | +0.5% | -29.8% | +30.3% | -0.1% |
| 6M | +7.6% | -48.6% | +56.2% | +6.4% |
| YTD | +10.2% | +45.1% | -34.9% | +10.6% |
| 1Y | +1.8% | +79.6% | -77.7% | +0.9% |
| All | +1.8% | +70.3% | -68.5% | +0.9% |
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