+48.7%
ES vs VICR
+345.4%
-296.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +0.9% | -9.7% | +10.5% | +0.8% |
| 30D | +5.9% | -39.2% | +45.2% | +5.6% |
| 3M | -1.0% | -22.6% | +21.5% | -1.2% |
| 6M | +7.2% | -37.0% | +44.1% | +6.6% |
| YTD | +7.0% | +47.5% | -40.5% | +6.3% |
| 1Y | +0.5% | +75.0% | -74.5% | -0.3% |
| 3Y | +48.7% | +343.0% | -294.3% | +34.0% |
| All | +48.7% | +345.4% | -296.7% | +34.0% |
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