+444.1%
META vs VICR
+1,026.7%
-582.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +3.3% | -9.7% | +13.0% | +4.7% |
| 30D | -10.8% | -39.2% | +28.5% | -4.0% |
| 3M | +7.9% | -22.6% | +30.5% | +9.5% |
| 6M | +5.4% | -37.0% | +42.3% | +7.1% |
| YTD | -2.6% | +47.5% | -50.1% | -17.9% |
| 1Y | +1.9% | +75.0% | -73.1% | -17.2% |
| 3Y | +97.0% | +343.0% | -246.0% | +21.9% |
| 5Y | +97.6% | +3.9% | +93.7% | +50.9% |
| All | +444.1% | +1,026.7% | -582.6% | +147.6% |
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