+31.3%
M vs VICR
+293.8%
-262.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +11.2% | -3.4% | +6.8% |
| 7D | -4.2% | +5.0% | -9.2% | -4.6% |
| 30D | -7.2% | -12.5% | +5.3% | -6.6% |
| 3M | -11.1% | -33.6% | +22.5% | -9.4% |
| 6M | +28.8% | +10.7% | +18.1% | +22.0% |
| YTD | +2.0% | +80.6% | -78.5% | -9.2% |
| 1Y | +31.3% | +288.4% | -257.1% | +7.3% |
| All | +31.3% | +293.8% | -262.5% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling