+1.2%
EXE vs VICR
+293.8%
-292.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.2% | -13.3% | -1.7% |
| 7D | -3.1% | +5.0% | -8.1% | -2.9% |
| 30D | -0.9% | -12.5% | +11.6% | -1.2% |
| 3M | +9.6% | -33.6% | +43.2% | +8.9% |
| 6M | -11.6% | +10.7% | -22.3% | -11.5% |
| YTD | -12.6% | +80.6% | -93.1% | -11.3% |
| 1Y | +1.2% | +288.4% | -287.2% | +7.8% |
| All | +1.2% | +293.8% | -292.6% | +7.8% |
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