+632.8%
LYB vs VICR
+1,229.3%
-596.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.2% | -12.1% | -2.8% |
| 7D | +0.3% | +5.0% | -4.7% | -0.7% |
| 30D | +2.5% | -12.5% | +14.9% | +4.1% |
| 3M | +1.4% | -33.6% | +35.0% | +5.7% |
| 6M | -3.5% | +10.7% | -14.2% | -11.7% |
| YTD | +52.0% | +80.6% | -28.6% | +24.5% |
| 1Y | +22.1% | +288.4% | -266.3% | -15.8% |
| 3Y | -22.8% | +213.8% | -236.6% | -48.6% |
| 5Y | -3.4% | +58.8% | -62.2% | -33.2% |
| 10Y | +47.4% | +1,671.8% | -1,624.4% | -52.0% |
| All | +632.8% | +1,229.3% | -596.5% | +134.4% |
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