+88.3%
EXPE vs VICR
+46.6%
+41.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | 0.0% |
| 7D | -11.5% | +1.3% | -12.8% | -11.7% |
| 30D | -13.1% | -11.9% | -1.1% | -12.0% |
| 3M | +18.1% | -35.1% | +53.3% | +22.7% |
| 6M | +13.3% | +8.1% | +5.1% | +4.9% |
| YTD | -3.2% | +67.8% | -71.0% | -18.4% |
| 1Y | +26.1% | +267.3% | -241.2% | -10.0% |
| 3Y | +151.7% | +191.2% | -39.5% | +75.2% |
| 5Y | +88.3% | +48.1% | +40.3% | +28.0% |
| All | +88.3% | +46.6% | +41.7% | +28.0% |
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