+627.7%
GEV vs VICR
+387.8%
+239.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -0.6% |
| 7D | +3.2% | +1.3% | +1.9% | +2.7% |
| 30D | -4.0% | -11.9% | +7.9% | -0.7% |
| 3M | +3.4% | -35.1% | +38.5% | +15.7% |
| 6M | +14.7% | +8.1% | +6.6% | +5.3% |
| YTD | +45.8% | +67.8% | -22.0% | +14.9% |
| 1Y | +57.4% | +267.3% | -209.9% | -8.4% |
| All | +627.7% | +387.8% | +239.8% | +271.4% |
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