+153.8%
GEN vs VICR
+1,679.8%
-1,526.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.2% | +0.1% |
| 7D | -1.3% | +5.0% | -6.2% | -1.7% |
| 30D | +6.1% | -12.5% | +18.6% | +6.9% |
| 3M | +27.0% | -33.6% | +60.6% | +29.5% |
| 6M | +43.9% | +10.7% | +33.2% | +37.4% |
| YTD | +13.0% | +80.6% | -67.6% | +1.8% |
| 1Y | +4.0% | +288.4% | -284.3% | -14.4% |
| 3Y | +66.2% | +213.8% | -147.6% | +34.4% |
| 5Y | +23.2% | +58.8% | -35.7% | +2.1% |
| All | +153.8% | +1,679.8% | -1,526.0% | +48.3% |
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