+1.9%
ES vs VICR
+3.5%
-1.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +0.9% | -9.7% | +10.5% | +0.9% |
| 30D | +5.9% | -39.2% | +45.2% | +6.4% |
| 3M | -1.0% | -22.6% | +21.5% | -1.0% |
| 6M | +7.2% | -37.0% | +44.1% | +7.0% |
| YTD | +7.0% | +47.5% | -40.5% | +4.5% |
| 1Y | +0.5% | +75.0% | -74.5% | -2.3% |
| 3Y | +48.7% | +343.0% | -294.3% | +38.6% |
| 5Y | +1.9% | +3.9% | -2.0% | -8.0% |
| All | +1.9% | +3.5% | -1.6% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling