-59.7%
MKTX vs VICR
+57.6%
-117.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.2% | -0.6% |
| 7D | -0.2% | +5.0% | -5.2% | -0.5% |
| 30D | +0.7% | -12.5% | +13.2% | +1.3% |
| 3M | +40.8% | -33.6% | +74.4% | +42.2% |
| 6M | -8.0% | +10.7% | -18.7% | -10.6% |
| YTD | -8.7% | +80.6% | -89.3% | -14.7% |
| 1Y | -11.8% | +288.4% | -300.2% | -22.8% |
| 3Y | -24.0% | +213.8% | -237.8% | -34.8% |
| All | -59.7% | +57.6% | -117.4% | -66.9% |
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 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