+105.4%
EXE vs VICR
+42.6%
+62.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.4% | +0.4% |
| 7D | -2.2% | -0.4% | -1.8% | -2.2% |
| 30D | -0.8% | -15.6% | +14.8% | -0.3% |
| 3M | +10.0% | -35.4% | +45.4% | +11.3% |
| 6M | -6.3% | +1.3% | -7.6% | -8.3% |
| YTD | -10.7% | +62.5% | -73.1% | -15.3% |
| 1Y | +2.7% | +255.5% | -252.8% | -7.8% |
| 3Y | +19.1% | +182.0% | -162.9% | +5.6% |
| 5Y | +105.4% | +42.9% | +62.5% | +97.5% |
| All | +105.4% | +42.6% | +62.8% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling