+164.3%
EWY vs VICR
+272.1%
-107.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +2.7% |
| 7D | +4.8% | +0.4% | +4.4% | +4.6% |
| 30D | +11.7% | -13.9% | +25.6% | +16.8% |
| 3M | -7.4% | -38.4% | +31.0% | +7.2% |
| 6M | +40.6% | -7.2% | +47.8% | +41.0% |
| YTD | +94.3% | +72.0% | +22.2% | +76.5% |
| 1Y | +164.3% | +263.3% | -99.0% | +117.1% |
| All | +164.3% | +272.1% | -107.8% | +117.1% |
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