+62.4%
EWY vs VICR
+76.0%
-13.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -11.1% | +9.2% | +2.2% |
| 7D | -8.3% | -26.6% | +18.3% | +2.4% |
| 30D | -20.5% | -47.9% | +27.4% | -0.3% |
| 3M | -11.1% | -29.8% | +18.7% | -3.0% |
| 6M | -7.0% | -36.6% | +29.6% | +3.6% |
| YTD | +56.5% | +45.1% | +11.3% | +27.6% |
| 1Y | +62.4% | +80.0% | -17.6% | +20.8% |
| All | +62.4% | +76.0% | -13.5% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling