+252.1%
INTC vs VICR
+1,679.8%
-1,427.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.2% | -8.5% | -0.2% |
| 7D | +7.5% | +5.0% | +2.5% | +6.1% |
| 30D | +2.0% | -12.5% | +14.4% | +5.1% |
| 3M | -12.0% | -33.6% | +21.6% | -3.4% |
| 6M | +114.5% | +10.7% | +103.9% | +106.4% |
| YTD | +179.0% | +80.6% | +98.4% | +140.5% |
| 1Y | +318.3% | +288.4% | +29.9% | +199.6% |
| 3Y | +171.2% | +213.8% | -42.6% | +89.3% |
| 5Y | +107.6% | +58.8% | +48.7% | +52.9% |
| All | +252.1% | +1,679.8% | -1,427.6% | +45.5% |
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