+179.3%
EXE vs VICR
+92.9%
+86.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.2% |
| 7D | -1.8% | +9.8% | -11.6% | -2.2% |
| 30D | +6.4% | -12.6% | +19.0% | +6.8% |
| 3M | +9.2% | -29.7% | +38.9% | +10.3% |
| 6M | -7.0% | +18.8% | -25.8% | -9.7% |
| YTD | -9.5% | +76.4% | -85.8% | -14.6% |
| 1Y | +6.2% | +282.4% | -276.1% | -5.3% |
| 3Y | +20.7% | +206.2% | -185.4% | +6.1% |
| 5Y | +103.6% | +53.9% | +49.7% | +86.8% |
| All | +179.3% | +92.9% | +86.4% | +145.7% |
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