+1,353.1%
ES vs VICR
+10,497.2%
-9,144.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.0% |
| 7D | -1.1% | +21.9% | -23.0% | -2.3% |
| 30D | +8.2% | -38.4% | +46.6% | +10.7% |
| 3M | +0.6% | -27.2% | +27.8% | +1.4% |
| 6M | +6.0% | -43.7% | +49.7% | +7.4% |
| YTD | +9.3% | +50.3% | -40.9% | +2.8% |
| 1Y | +1.1% | +74.6% | -73.4% | -5.9% |
| 3Y | +51.9% | +351.2% | -299.3% | +28.4% |
| 5Y | +6.5% | +2.5% | +4.0% | -4.1% |
| 10Y | +94.8% | +1,031.9% | -937.1% | +41.6% |
| All | +1,353.1% | +10,497.2% | -9,144.1% | +737.6% |
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