+590.9%
JPM vs VICR
+1,679.8%
-1,088.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | -0.7% |
| 7D | -0.7% | +5.0% | -5.6% | -1.4% |
| 30D | -2.5% | -12.5% | +10.0% | -1.2% |
| 3M | +14.1% | -33.6% | +47.7% | +18.3% |
| 6M | +25.1% | +10.7% | +14.4% | +18.0% |
| YTD | +12.1% | +80.6% | -68.5% | -2.2% |
| 1Y | +18.8% | +288.4% | -269.6% | -8.7% |
| 3Y | +163.4% | +213.8% | -50.4% | +97.5% |
| 5Y | +156.5% | +58.8% | +97.7% | +100.2% |
| All | +590.9% | +1,679.8% | -1,088.9% | +213.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling