+1,319.2%
ES vs VICR
+10,421.2%
-9,102.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.3% | -11.8% | -1.2% |
| 7D | -0.1% | -6.5% | +6.5% | +0.1% |
| 30D | +5.7% | -38.5% | +44.3% | +8.2% |
| 3M | -2.8% | -26.1% | +23.3% | -2.1% |
| 6M | +7.0% | -36.2% | +43.2% | +7.4% |
| YTD | +6.8% | +49.2% | -42.4% | +0.5% |
| 1Y | -0.5% | +87.0% | -87.5% | -7.8% |
| 3Y | +47.2% | +350.4% | -303.3% | +24.4% |
| 5Y | +2.3% | +3.7% | -1.4% | -7.9% |
| 10Y | +85.6% | +1,084.9% | -999.2% | +34.6% |
| All | +1,319.2% | +10,421.2% | -9,102.1% | +718.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling