+40.6%
GLW vs VICR
+76.0%
-35.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -11.1% | +5.3% | -0.7% |
| 7D | -9.5% | -26.6% | +17.1% | +3.9% |
| 30D | -25.5% | -47.9% | +22.5% | -0.9% |
| 3M | -25.6% | -29.8% | +4.2% | -16.2% |
| 6M | -25.5% | -36.6% | +11.1% | -12.0% |
| YTD | +36.4% | +45.1% | -8.8% | +16.1% |
| 1Y | +40.6% | +80.0% | -39.4% | +5.8% |
| All | +40.6% | +76.0% | -35.4% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling