+243.8%
MET vs VICR
+1,679.8%
-1,436.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | -1.1% |
| 7D | -0.5% | +5.0% | -5.5% | -1.2% |
| 30D | +0.5% | -12.5% | +13.0% | +1.8% |
| 3M | +11.6% | -33.6% | +45.2% | +15.5% |
| 6M | +40.8% | +10.7% | +30.1% | +31.8% |
| YTD | +25.7% | +80.6% | -54.9% | +8.2% |
| 1Y | +24.4% | +288.4% | -264.0% | -6.4% |
| 3Y | +67.5% | +213.8% | -146.3% | +22.8% |
| 5Y | +85.8% | +58.8% | +27.0% | +42.1% |
| All | +243.8% | +1,679.8% | -1,436.0% | +45.0% |
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 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