+62.8%
EXPD vs VICR
+47.8%
+15.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.5% |
| 7D | -1.1% | +0.4% | -1.6% | -1.2% |
| 30D | +4.1% | -13.9% | +18.0% | +5.1% |
| 3M | +17.9% | -38.4% | +56.3% | +21.3% |
| 6M | +29.2% | -7.2% | +36.4% | +26.6% |
| YTD | +27.4% | +72.0% | -44.7% | +17.0% |
| 1Y | +56.8% | +263.3% | -206.5% | +32.2% |
| 3Y | +68.0% | +173.3% | -105.2% | +40.0% |
| All | +62.8% | +47.8% | +15.0% | +37.7% |
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 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