+424.6%
ETSY vs VICR
+1,679.8%
-1,255.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.5% | -0.9% |
| 7D | -4.9% | +5.0% | -9.9% | -6.1% |
| 30D | -8.6% | -12.5% | +3.8% | -6.8% |
| 3M | +4.8% | -33.6% | +38.4% | +10.9% |
| 6M | +38.1% | +10.7% | +27.4% | +22.3% |
| YTD | +31.2% | +80.6% | -49.3% | +0.2% |
| 1Y | +22.1% | +288.4% | -266.3% | -26.2% |
| 3Y | +12.2% | +213.8% | -201.5% | -36.0% |
| 5Y | -66.5% | +58.8% | -125.3% | -78.9% |
| All | +424.6% | +1,679.8% | -1,255.2% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling