+50.4%
EWZ vs VICR
+201.6%
-151.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.8% |
| 7D | +5.6% | +9.8% | -4.3% | +4.7% |
| 30D | +9.3% | -12.6% | +21.9% | +10.3% |
| 3M | +15.7% | -29.7% | +45.4% | +18.0% |
| 6M | +7.4% | +18.8% | -11.4% | +2.3% |
| YTD | +22.7% | +76.4% | -53.7% | +12.5% |
| 1Y | +36.4% | +282.4% | -246.0% | +16.0% |
| 3Y | +50.4% | +206.2% | -155.8% | +27.5% |
| All | +50.4% | +201.6% | -151.2% | +27.5% |
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