+476.5%
M vs VICR
+756.8%
-280.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +5.0% | -9.7% | +14.7% | +6.5% |
| 30D | +10.6% | -39.2% | +49.9% | +19.1% |
| 3M | +1.6% | -22.6% | +24.2% | +2.9% |
| 6M | +30.8% | -37.0% | +67.8% | +32.7% |
| YTD | +16.9% | +47.5% | -30.6% | -2.4% |
| 1Y | +26.3% | +75.0% | -48.7% | +1.8% |
| 3Y | +158.6% | +343.0% | -184.3% | +60.5% |
| 5Y | +2.1% | +3.9% | -1.8% | -23.0% |
| 10Y | -4.3% | +1,034.6% | -1,038.9% | -58.8% |
| All | +476.5% | +756.8% | -280.3% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling