+1,025.2%
MKTX vs VICR
+1,965.5%
-940.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.5% |
| 7D | -0.2% | -0.4% | +0.2% | -0.2% |
| 30D | +0.8% | -15.6% | +16.4% | +3.7% |
| 3M | +41.1% | -35.4% | +76.5% | +49.9% |
| 6M | -9.5% | +1.3% | -10.8% | -16.4% |
| YTD | -8.7% | +62.5% | -71.1% | -25.4% |
| 1Y | -10.0% | +255.5% | -265.4% | -39.9% |
| 3Y | -24.6% | +182.0% | -206.6% | -52.6% |
| 5Y | -60.3% | +42.9% | -103.2% | -74.1% |
| 10Y | +5.0% | +1,494.0% | -1,489.0% | -74.3% |
| All | +1,025.2% | +1,965.5% | -940.4% | +90.3% |
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