+4.6%
MKTX vs VICR
+1,679.8%
-1,675.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.2% | -0.9% |
| 7D | -0.2% | +5.0% | -5.2% | -0.7% |
| 30D | +0.7% | -12.5% | +13.2% | +1.5% |
| 3M | +40.8% | -33.6% | +74.4% | +43.6% |
| 6M | -8.0% | +10.7% | -18.7% | -11.5% |
| YTD | -8.7% | +80.6% | -89.3% | -16.7% |
| 1Y | -11.8% | +288.4% | -300.2% | -26.1% |
| 3Y | -24.0% | +213.8% | -237.8% | -37.9% |
| 5Y | -60.3% | +58.8% | -119.2% | -66.9% |
| All | +4.6% | +1,679.8% | -1,675.2% | -39.0% |
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