+375.1%
META vs VICR
+1,568.0%
-1,192.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.0% |
| 7D | +6.0% | +9.8% | -3.8% | +4.3% |
| 30D | +3.6% | -12.6% | +16.2% | +5.4% |
| 3M | +4.9% | -29.7% | +34.6% | +8.8% |
| 6M | -4.7% | +18.8% | -23.5% | -13.0% |
| YTD | -6.9% | +76.4% | -83.3% | -22.1% |
| 1Y | -18.2% | +282.4% | -300.5% | -42.2% |
| 3Y | +107.8% | +206.2% | -98.4% | +42.6% |
| 5Y | +63.9% | +53.9% | +10.0% | +18.3% |
| 10Y | +375.1% | +1,572.3% | -1,197.3% | +114.1% |
| All | +375.1% | +1,568.0% | -1,192.9% | +114.1% |
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