+147.5%
GE vs VICR
+1,679.8%
-1,532.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.3% | -1.7% |
| 7D | -4.0% | +5.0% | -9.0% | -4.7% |
| 30D | -11.4% | -12.5% | +1.1% | -10.0% |
| 3M | -2.6% | -33.6% | +31.0% | +1.5% |
| 6M | -0.3% | +10.7% | -11.0% | -5.4% |
| YTD | +5.4% | +80.6% | -75.2% | -7.5% |
| 1Y | +15.5% | +288.4% | -272.8% | -10.5% |
| 3Y | +260.8% | +213.8% | +47.0% | +172.7% |
| 5Y | +421.6% | +58.8% | +362.8% | +308.7% |
| All | +147.5% | +1,679.8% | -1,532.3% | +29.8% |
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 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