+32.1%
ES vs VICR
+201.6%
-169.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.6% |
| 7D | +1.4% | +9.8% | -8.4% | +1.4% |
| 30D | -1.2% | -12.6% | +11.4% | -1.2% |
| 3M | +5.0% | -29.7% | +34.7% | +4.8% |
| 6M | -2.8% | +18.8% | -21.7% | -3.5% |
| YTD | +8.6% | +76.4% | -67.8% | +7.5% |
| 1Y | +18.9% | +282.4% | -263.4% | +16.8% |
| 3Y | +32.1% | +206.2% | -174.0% | +26.4% |
| All | +32.1% | +201.6% | -169.5% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling