+5.2%
LOW vs VICR
+57.6%
-52.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.0% | -0.7% |
| 7D | -3.7% | +5.0% | -8.7% | -4.2% |
| 30D | -8.9% | -12.5% | +3.6% | -8.2% |
| 3M | -10.4% | -33.6% | +23.2% | -8.6% |
| 6M | -19.4% | +10.7% | -30.1% | -22.9% |
| YTD | -17.1% | +80.6% | -97.7% | -25.0% |
| 1Y | -26.3% | +288.4% | -314.6% | -39.1% |
| 3Y | -9.9% | +213.8% | -223.7% | -27.4% |
| All | +5.2% | +57.6% | -52.4% | -16.8% |
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 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