-6.5%
M vs VICR
+1,553.5%
-1,560.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.9% | +0.7% | -3.3% |
| 7D | -4.1% | +1.3% | -5.3% | -4.3% |
| 30D | -13.6% | -11.9% | -1.7% | -12.1% |
| 3M | -2.3% | -35.1% | +32.9% | +3.1% |
| 6M | +21.9% | +8.1% | +13.8% | +12.5% |
| YTD | -0.6% | +67.8% | -68.4% | -17.5% |
| 1Y | +29.7% | +267.3% | -237.6% | -10.3% |
| 3Y | +107.3% | +191.2% | -83.9% | +39.0% |
| 5Y | +20.5% | +48.1% | -27.6% | -14.4% |
| All | -6.5% | +1,553.5% | -1,560.0% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling