+308.6%
EXPD vs VICR
+1,568.0%
-1,259.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.8% |
| 7D | -0.9% | +9.8% | -10.8% | -2.0% |
| 30D | +4.1% | -12.6% | +16.7% | +5.3% |
| 3M | +13.8% | -29.7% | +43.5% | +16.6% |
| 6M | +27.3% | +18.8% | +8.4% | +20.4% |
| YTD | +25.4% | +76.4% | -50.9% | +11.8% |
| 1Y | +54.4% | +282.4% | -228.0% | +23.0% |
| 3Y | +67.9% | +206.2% | -138.3% | +30.4% |
| 5Y | +59.2% | +53.9% | +5.3% | +28.1% |
| 10Y | +308.6% | +1,572.3% | -1,263.8% | +125.9% |
| All | +308.6% | +1,568.0% | -1,259.4% | +125.9% |
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