+127.7%
EXPE vs VICR
+978.3%
-850.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.7% |
| 7D | -0.5% | +8.3% | -8.8% | -1.8% |
| 30D | -6.1% | -35.2% | +29.1% | -1.2% |
| 3M | -21.3% | -29.8% | +8.5% | -19.7% |
| 6M | +19.0% | -48.6% | +67.6% | +24.2% |
| YTD | -8.4% | +45.1% | -53.5% | -24.3% |
| 1Y | -2.8% | +79.6% | -82.3% | -23.0% |
| 3Y | +120.8% | +335.4% | -214.6% | +34.0% |
| 5Y | +46.2% | -1.0% | +47.2% | +9.4% |
| All | +127.7% | +978.3% | -850.6% | +6.5% |
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