+328.6%
EXPD vs VICR
+1,016.5%
-688.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.8% |
| 7D | +3.6% | +21.9% | -18.3% | +1.4% |
| 30D | +0.3% | -38.4% | +38.7% | +4.7% |
| 3M | +6.1% | -27.2% | +33.2% | +7.8% |
| 6M | +27.4% | -43.7% | +71.1% | +30.9% |
| YTD | +32.0% | +50.3% | -18.3% | +17.8% |
| 1Y | +40.5% | +74.6% | -34.0% | +22.9% |
| 3Y | +75.7% | +351.2% | -275.5% | +26.8% |
| 5Y | +61.7% | +2.5% | +59.2% | +36.0% |
| All | +328.6% | +1,016.5% | -688.0% | +142.3% |
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 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