-5.1%
ES vs VICR
+53.8%
-58.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.6% |
| 7D | +1.4% | +9.8% | -8.4% | +1.3% |
| 30D | -1.2% | -12.6% | +11.4% | -1.0% |
| 3M | +5.0% | -29.7% | +34.7% | +5.2% |
| 6M | -2.8% | +18.8% | -21.7% | -4.0% |
| YTD | +8.6% | +76.4% | -67.8% | +6.1% |
| 1Y | +18.9% | +282.4% | -263.4% | +13.8% |
| 3Y | +32.1% | +206.2% | -174.0% | +25.4% |
| 5Y | -5.1% | +53.9% | -59.0% | -15.8% |
| All | -5.1% | +53.8% | -58.8% | -15.8% |
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 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