+13,651.4%
JPM vs VICR
+11,731.3%
+1,920.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +1.2% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | -1.4% | -11.9% | +10.5% | +0.3% |
| 3M | +13.9% | -35.1% | +49.1% | +20.2% |
| 6M | +23.5% | +8.1% | +15.4% | +15.1% |
| YTD | +11.6% | +67.8% | -56.1% | -5.1% |
| 1Y | +21.4% | +267.3% | -245.9% | -12.5% |
| 3Y | +163.4% | +191.2% | -27.8% | +83.7% |
| 5Y | +152.5% | +48.1% | +104.4% | +81.1% |
| 10Y | +592.1% | +1,546.1% | -954.0% | +176.2% |
| All | +13,651.4% | +11,731.3% | +1,920.1% | +3,131.1% |
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