+779.7%
EXPE vs VICR
+1,474.6%
-694.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.5% | -10.4% | -8.4% |
| 7D | -9.8% | +9.8% | -19.6% | -11.6% |
| 30D | -11.5% | -12.6% | +1.1% | -9.7% |
| 3M | +21.7% | -29.7% | +51.4% | +26.5% |
| 6M | +10.4% | +18.8% | -8.5% | -2.0% |
| YTD | -2.5% | +76.4% | -78.9% | -22.3% |
| 1Y | +27.3% | +282.4% | -255.0% | -17.4% |
| 3Y | +153.5% | +206.2% | -52.7% | +58.6% |
| 5Y | +91.1% | +53.9% | +37.2% | +26.9% |
| 10Y | +153.1% | +1,572.3% | -1,419.2% | -20.9% |
| All | +779.7% | +1,474.6% | -694.9% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling