+71.5%
EXPD vs VICR
+262.0%
-190.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.7% | -11.0% | -2.6% |
| 7D | -7.2% | -23.1% | +16.0% | -6.2% |
| 30D | -3.3% | -48.1% | +44.8% | -1.0% |
| 3M | +3.4% | -32.8% | +36.2% | +4.4% |
| 6M | +22.7% | -47.6% | +70.3% | +24.2% |
| YTD | +24.5% | +34.0% | -9.5% | +18.8% |
| 1Y | +38.6% | +65.0% | -26.3% | +30.6% |
| 3Y | +71.5% | +277.1% | -205.6% | +45.3% |
| All | +71.5% | +262.0% | -190.5% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling