-4.9%
LYB vs VICR
+57.6%
-62.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.2% | -12.1% | -1.7% |
| 7D | +0.3% | +5.0% | -4.7% | -0.1% |
| 30D | +2.5% | -12.5% | +14.9% | +3.2% |
| 3M | +1.4% | -33.6% | +35.0% | +3.2% |
| 6M | -3.5% | +10.7% | -14.2% | -7.4% |
| YTD | +52.0% | +80.6% | -28.6% | +37.5% |
| 1Y | +22.1% | +288.4% | -266.3% | +0.8% |
| 3Y | -22.8% | +213.8% | -236.6% | -37.3% |
| All | -4.9% | +57.6% | -62.6% | -23.8% |
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