+291.3%
IR vs VICR
+977.4%
-686.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.4% |
| 7D | -2.8% | +0.4% | -3.3% | -2.9% |
| 30D | -15.1% | -13.9% | -1.2% | -13.4% |
| 3M | +6.1% | -38.4% | +44.5% | +12.5% |
| 6M | -16.8% | -7.2% | -9.6% | -20.1% |
| YTD | -3.5% | +72.0% | -75.6% | -18.0% |
| 1Y | -3.5% | +263.3% | -266.8% | -29.8% |
| 3Y | +9.5% | +173.3% | -163.8% | -21.5% |
| 5Y | +45.1% | +47.3% | -2.2% | +8.0% |
| All | +291.3% | +977.4% | -686.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling