+86.4%
META vs VICR
-1.1%
+87.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +3.4% |
| 7D | +5.2% | +8.3% | -3.1% | +3.9% |
| 30D | -13.0% | -35.2% | +22.2% | -8.3% |
| 3M | +7.9% | -29.8% | +37.8% | +11.1% |
| 6M | +4.2% | -48.6% | +52.8% | +10.0% |
| YTD | -2.5% | +45.1% | -47.7% | -16.5% |
| 1Y | +5.6% | +79.6% | -74.0% | -13.1% |
| 3Y | +96.8% | +335.4% | -238.6% | +26.6% |
| All | +86.4% | -1.1% | +87.5% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling