+425.3%
M vs VICR
+899.1%
-473.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +1.5% |
| 7D | +4.7% | +0.4% | +4.3% | +4.6% |
| 30D | -9.6% | -13.9% | +4.3% | -7.6% |
| 3M | +0.9% | -38.4% | +39.3% | +7.6% |
| 6M | +22.3% | -7.2% | +29.5% | +16.7% |
| YTD | +6.5% | +72.0% | -65.5% | -10.9% |
| 1Y | +38.8% | +263.3% | -224.5% | -1.5% |
| 3Y | +115.9% | +173.3% | -57.4% | +50.7% |
| 5Y | +28.6% | +47.3% | -18.7% | -6.6% |
| 10Y | -2.5% | +1,495.2% | -1,497.7% | -59.6% |
| All | +425.3% | +899.1% | -473.8% | +26.8% |
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