+24.4%
LYB vs VICR
+272.1%
-247.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -1.7% |
| 7D | -0.2% | +0.4% | -0.7% | -0.2% |
| 30D | +8.7% | -13.9% | +22.7% | +8.2% |
| 3M | -3.0% | -38.4% | +35.4% | -4.3% |
| 6M | +4.7% | -7.2% | +11.9% | +6.7% |
| YTD | +51.6% | +72.0% | -20.5% | +47.2% |
| 1Y | +24.4% | +263.3% | -238.9% | +15.3% |
| All | +24.4% | +272.1% | -247.8% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling