+3,177.2%
EXC vs VICR
+10,134.2%
-6,957.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.6% |
| 7D | +1.4% | +8.3% | -6.9% | +0.8% |
| 30D | +8.6% | -35.2% | +43.7% | +10.9% |
| 3M | +2.4% | -29.8% | +32.2% | +3.5% |
| 6M | +6.5% | -48.6% | +55.0% | +8.6% |
| YTD | +9.0% | +45.1% | -36.1% | +2.4% |
| 1Y | +4.6% | +79.6% | -75.0% | -3.3% |
| 3Y | +33.5% | +335.4% | -301.9% | +11.6% |
| 5Y | +41.4% | -1.0% | +42.4% | +26.8% |
| 10Y | +204.3% | +993.1% | -788.8% | +119.9% |
| All | +3,177.2% | +10,134.2% | -6,957.1% | +1,645.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling