+409.4%
GE vs VICR
+57.6%
+351.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.3% | -1.4% |
| 7D | -4.0% | +5.0% | -9.0% | -4.6% |
| 30D | -11.4% | -12.5% | +1.1% | -10.3% |
| 3M | -2.6% | -33.6% | +31.0% | +0.7% |
| 6M | -0.3% | +10.7% | -11.0% | -4.4% |
| YTD | +5.4% | +80.6% | -75.2% | -4.9% |
| 1Y | +15.5% | +288.4% | -272.8% | -5.3% |
| 3Y | +260.8% | +213.8% | +47.0% | +189.2% |
| All | +409.4% | +57.6% | +351.7% | +303.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling