+25.7%
M vs VICR
+54.1%
-28.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.0% |
| 7D | +2.4% | +9.8% | -7.5% | +0.8% |
| 30D | -11.6% | -12.6% | +1.0% | -10.1% |
| 3M | +1.6% | -29.7% | +31.3% | +5.1% |
| 6M | +25.2% | +18.8% | +6.4% | +14.4% |
| YTD | +3.8% | +76.4% | -72.6% | -13.2% |
| 1Y | +36.3% | +282.4% | -246.0% | -3.4% |
| 3Y | +116.3% | +206.2% | -89.8% | +48.4% |
| All | +25.7% | +54.1% | -28.4% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling