+564.3%
F vs VICR
+12,032.5%
-11,468.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +0.5% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +4.6% | -13.9% | +18.5% | +6.7% |
| 3M | -3.7% | -38.4% | +34.7% | +2.1% |
| 6M | +16.8% | -7.2% | +24.0% | +12.7% |
| YTD | +15.3% | +72.0% | -56.7% | -0.8% |
| 1Y | +31.0% | +263.3% | -232.3% | -2.7% |
| 3Y | +45.4% | +173.3% | -127.8% | +6.1% |
| 5Y | +54.7% | +47.3% | +7.4% | +16.5% |
| 10Y | +98.2% | +1,495.2% | -1,397.0% | -9.3% |
| All | +564.3% | +12,032.5% | -11,468.2% | +80.4% |
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 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