+138.3%
GOOGL vs VICR
+42.6%
+95.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.0% |
| 7D | -2.8% | -0.4% | -2.4% | -2.8% |
| 30D | -3.2% | -15.6% | +12.4% | -1.4% |
| 3M | -6.6% | -35.4% | +28.8% | -2.7% |
| 6M | +8.5% | +1.3% | +7.2% | +3.2% |
| YTD | +6.5% | +62.5% | -56.0% | -6.8% |
| 1Y | +39.4% | +255.5% | -216.0% | +6.2% |
| 3Y | +146.2% | +182.0% | -35.8% | +84.4% |
| 5Y | +138.3% | +42.9% | +95.4% | +80.8% |
| All | +138.3% | +42.6% | +95.8% | +80.8% |
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 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