+413.7%
JBL vs VICR
+57.6%
+356.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +11.2% | -6.1% | +2.6% |
| 7D | +2.4% | +5.0% | -2.5% | +1.3% |
| 30D | -13.1% | -12.5% | -0.6% | -10.8% |
| 3M | -15.6% | -33.6% | +18.0% | -8.9% |
| 6M | +24.6% | +10.7% | +13.9% | +19.3% |
| YTD | +39.6% | +80.6% | -41.0% | +20.7% |
| 1Y | +48.6% | +288.4% | -239.8% | +9.6% |
| 3Y | +197.3% | +213.8% | -16.5% | +114.8% |
| All | +413.7% | +57.6% | +356.1% | +275.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling