-18.9%
EXE vs VICR
+76.0%
-94.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -11.1% | +8.2% | -3.2% |
| 7D | -4.7% | -26.6% | +21.9% | -5.4% |
| 30D | +1.0% | -47.9% | +49.0% | -0.6% |
| 3M | -5.6% | -29.8% | +24.1% | -6.0% |
| 6M | -12.3% | -36.6% | +24.3% | -12.9% |
| YTD | -19.5% | +45.1% | -64.6% | -22.3% |
| 1Y | -18.9% | +80.0% | -98.9% | -24.3% |
| All | -18.9% | +76.0% | -94.8% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling