+468.9%
F vs VICR
+10,421.2%
-9,952.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.3% | -10.7% | -1.2% |
| 7D | -0.6% | -6.5% | +5.9% | -0.1% |
| 30D | +2.9% | -38.5% | +41.4% | +9.6% |
| 3M | -9.5% | -26.1% | +16.6% | -7.8% |
| 6M | +4.0% | -36.2% | +40.3% | +5.5% |
| YTD | -1.3% | +49.2% | -50.5% | -15.4% |
| 1Y | -1.9% | +87.0% | -89.0% | -19.3% |
| 3Y | +53.5% | +350.4% | -297.0% | +0.8% |
| 5Y | -15.1% | +3.7% | -18.8% | -33.9% |
| 10Y | +81.0% | +1,084.9% | -1,003.9% | -15.1% |
| All | +468.9% | +10,421.2% | -9,952.4% | +54.0% |
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 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