-8.1%
M vs VICR
+978.3%
-986.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.1% |
| 7D | +7.0% | +8.3% | -1.3% | +5.5% |
| 30D | +8.9% | -35.2% | +44.1% | +15.5% |
| 3M | +4.5% | -29.8% | +34.3% | +7.6% |
| 6M | +36.2% | -48.6% | +84.8% | +44.3% |
| YTD | +15.1% | +45.1% | -30.0% | -4.9% |
| 1Y | +27.4% | +79.6% | -52.1% | +0.5% |
| 3Y | +160.1% | +335.4% | -175.2% | +55.4% |
| 5Y | -1.6% | -1.0% | -0.6% | -25.9% |
| All | -8.1% | +978.3% | -986.4% | -63.2% |
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