+11.7%
IR vs VICR
+70.3%
-58.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | 0.0% |
| 7D | +2.5% | +8.3% | -5.8% | +1.7% |
| 30D | +9.2% | -35.2% | +44.3% | +12.9% |
| 3M | +0.9% | -29.8% | +30.8% | +3.0% |
| 6M | +19.2% | -48.6% | +67.8% | +23.5% |
| YTD | +7.5% | +45.1% | -37.6% | -8.4% |
| 1Y | +11.7% | +79.6% | -67.8% | -8.3% |
| All | +11.7% | +70.3% | -58.6% | -8.3% |
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