+33.5%
EXC vs VICR
+336.6%
-303.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.2% |
| 7D | +1.4% | +8.3% | -6.9% | +1.7% |
| 30D | +8.6% | -35.2% | +43.7% | +7.4% |
| 3M | +2.4% | -29.8% | +32.2% | +1.7% |
| 6M | +6.5% | -48.6% | +55.0% | +5.2% |
| YTD | +9.0% | +45.1% | -36.1% | +10.8% |
| 1Y | +4.6% | +79.6% | -75.0% | +6.9% |
| 3Y | +33.5% | +335.4% | -301.9% | +33.7% |
| All | +33.5% | +336.6% | -303.1% | +33.7% |
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