+7.5%
IR vs VICR
+187.3%
-179.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.5% |
| 7D | -1.9% | +1.3% | -3.1% | -2.1% |
| 30D | -15.0% | -11.9% | -3.1% | -14.0% |
| 3M | -0.4% | -35.1% | +34.7% | +3.3% |
| 6M | -15.0% | +8.1% | -23.2% | -19.8% |
| YTD | -7.1% | +67.8% | -74.8% | -18.0% |
| 1Y | -7.5% | +267.3% | -274.8% | -28.2% |
| All | +7.5% | +187.3% | -179.9% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling