+222.9%
EWY vs VICR
+209.3%
+13.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.2% | -7.9% | +0.4% |
| 7D | -0.1% | +5.0% | -5.0% | -1.4% |
| 30D | +7.3% | -12.5% | +19.8% | +10.3% |
| 3M | -5.1% | -33.6% | +28.5% | +3.4% |
| 6M | +42.1% | +10.7% | +31.4% | +38.8% |
| YTD | +94.1% | +80.6% | +13.5% | +75.4% |
| 1Y | +147.8% | +288.4% | -140.5% | +98.5% |
| 3Y | +222.9% | +213.8% | +9.1% | +149.7% |
| All | +222.9% | +209.3% | +13.6% | +149.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling