-10.9%
M vs VICR
+1,501.2%
-1,512.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -4.1% |
| 7D | -8.8% | -0.4% | -8.4% | -8.7% |
| 30D | -16.4% | -15.6% | -0.8% | -14.2% |
| 3M | -10.8% | -35.4% | +24.6% | -5.8% |
| 6M | +16.1% | +1.3% | +14.8% | +8.6% |
| YTD | -5.3% | +62.5% | -67.7% | -20.9% |
| 1Y | +24.9% | +255.5% | -230.6% | -13.1% |
| 3Y | +97.5% | +182.0% | -84.4% | +33.3% |
| 5Y | +20.4% | +42.9% | -22.5% | -13.8% |
| All | -10.9% | +1,501.2% | -1,512.1% | -63.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling