+197.3%
JBL vs VICR
+209.3%
-12.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +11.2% | -6.1% | +2.1% |
| 7D | +2.4% | +5.0% | -2.5% | +1.0% |
| 30D | -13.1% | -12.5% | -0.6% | -10.4% |
| 3M | -15.6% | -33.6% | +18.0% | -7.7% |
| 6M | +24.6% | +10.7% | +13.9% | +18.0% |
| YTD | +39.6% | +80.6% | -41.0% | +17.3% |
| 1Y | +48.6% | +288.4% | -239.8% | +3.1% |
| 3Y | +197.3% | +213.8% | -16.5% | +131.8% |
| All | +197.3% | +209.3% | -12.0% | +131.8% |
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 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