+21.3%
EXC vs VICR
+201.6%
-180.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.8% |
| 7D | +1.2% | +9.8% | -8.6% | +1.5% |
| 30D | -2.7% | -12.6% | +9.9% | -3.0% |
| 3M | -1.0% | -29.7% | +28.7% | -1.7% |
| 6M | -9.3% | +18.8% | -28.1% | -8.8% |
| YTD | +3.6% | +76.4% | -72.8% | +5.4% |
| 1Y | +5.9% | +282.4% | -276.4% | +10.1% |
| 3Y | +21.3% | +206.2% | -184.9% | +23.9% |
| All | +21.3% | +201.6% | -180.3% | +23.9% |
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