+96.8%
META vs VICR
+336.6%
-239.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +3.2% |
| 7D | +5.2% | +8.3% | -3.1% | +4.3% |
| 30D | -13.0% | -35.2% | +22.2% | -9.8% |
| 3M | +7.9% | -29.8% | +37.8% | +10.2% |
| 6M | +4.2% | -48.6% | +52.8% | +8.6% |
| YTD | -2.5% | +45.1% | -47.7% | -12.9% |
| 1Y | +5.6% | +79.6% | -74.0% | -8.3% |
| 3Y | +96.8% | +335.4% | -238.6% | +49.8% |
| All | +96.8% | +336.6% | -239.8% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling