+84.1%
F vs VICR
+1,508.7%
-1,424.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +1.0% | -3.1% |
| 7D | -4.9% | +1.3% | -6.1% | -5.1% |
| 30D | -2.9% | -11.9% | +9.1% | -1.4% |
| 3M | -9.1% | -35.1% | +26.1% | -4.5% |
| 6M | +12.9% | +8.1% | +4.8% | +6.1% |
| YTD | +6.1% | +67.8% | -61.7% | -8.6% |
| 1Y | +22.5% | +267.3% | -244.8% | -9.8% |
| 3Y | +32.1% | +191.2% | -159.2% | -5.7% |
| 5Y | +43.7% | +48.1% | -4.3% | +7.3% |
| 10Y | +84.1% | +1,546.1% | -1,462.0% | -19.1% |
| All | +84.1% | +1,508.7% | -1,424.5% | -19.1% |
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