+169.7%
EXE vs VICR
+97.4%
+72.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.2% | -13.3% | -2.5% |
| 7D | -3.1% | +5.0% | -8.1% | -3.4% |
| 30D | -0.9% | -12.5% | +11.6% | -0.5% |
| 3M | +9.6% | -33.6% | +43.2% | +10.9% |
| 6M | -11.6% | +10.7% | -22.3% | -13.8% |
| YTD | -12.6% | +80.6% | -93.1% | -17.6% |
| 1Y | +1.2% | +288.4% | -287.2% | -9.9% |
| 3Y | +18.0% | +213.8% | -195.8% | +3.6% |
| 5Y | +101.1% | +58.8% | +42.2% | +84.1% |
| All | +169.7% | +97.4% | +72.3% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling