+1.2%
HYG vs VICR
+52.1%
-50.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.1% | +14.8% | -0.1% |
| 7D | -0.4% | -34.6% | +34.2% | +0.2% |
| 30D | 0.0% | -54.9% | +54.9% | +1.1% |
| 3M | -2.3% | -38.3% | +36.0% | -1.9% |
| 6M | -1.3% | -49.2% | +47.9% | -1.0% |
| YTD | -0.3% | +23.3% | -23.5% | -2.1% |
| 1Y | +1.2% | +42.4% | -41.2% | -1.1% |
| All | +1.2% | +52.1% | -50.9% | -1.1% |
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