+1,527.5%
META vs VICR
+2,926.5%
-1,399.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.1% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | +4.8% | -13.9% | +18.7% | +6.8% |
| 3M | -1.6% | -38.4% | +36.8% | +4.4% |
| 6M | -7.5% | -7.2% | -0.3% | -11.4% |
| YTD | -6.4% | +72.0% | -78.4% | -20.8% |
| 1Y | -17.3% | +263.3% | -280.6% | -40.3% |
| 3Y | +109.9% | +173.3% | -63.3% | +49.4% |
| 5Y | +65.4% | +47.3% | +18.1% | +21.7% |
| 10Y | +391.8% | +1,495.2% | -1,103.4% | +122.5% |
| All | +1,527.5% | +2,926.5% | -1,399.0% | +535.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling