+160.0%
EXPE vs VICR
+1,679.8%
-1,519.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | -0.4% |
| 7D | -5.8% | +5.0% | -10.7% | -6.7% |
| 30D | -13.6% | -12.5% | -1.1% | -12.3% |
| 3M | +25.2% | -33.6% | +58.8% | +30.3% |
| 6M | +22.3% | +10.7% | +11.7% | +12.5% |
| YTD | -0.3% | +80.6% | -80.9% | -17.9% |
| 1Y | +27.8% | +288.4% | -260.6% | -11.3% |
| 3Y | +162.4% | +213.8% | -51.4% | +76.8% |
| 5Y | +95.8% | +58.8% | +37.0% | +38.2% |
| All | +160.0% | +1,679.8% | -1,519.7% | +28.4% |
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