+55.9%
EXPD vs VICR
-6.0%
+61.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.7% | -11.0% | -2.9% |
| 7D | -7.2% | -23.1% | +16.0% | -5.5% |
| 30D | -3.3% | -48.1% | +44.8% | +1.0% |
| 3M | +3.4% | -32.8% | +36.2% | +5.3% |
| 6M | +22.7% | -47.6% | +70.3% | +25.5% |
| YTD | +24.5% | +34.0% | -9.5% | +15.4% |
| 1Y | +38.6% | +65.0% | -26.3% | +25.8% |
| 3Y | +71.5% | +277.1% | -205.6% | +35.3% |
| All | +55.9% | -6.0% | +61.9% | +35.6% |
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