+38.7%
MOD vs VICR
+271.8%
-233.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -2.0% |
| 7D | +6.3% | +9.8% | -3.5% | +3.0% |
| 30D | -1.7% | -12.6% | +10.9% | +2.4% |
| 3M | -30.1% | -29.7% | -0.4% | -23.2% |
| 6M | +2.7% | +18.8% | -16.1% | -2.9% |
| YTD | +44.1% | +76.4% | -32.3% | +31.6% |
| 1Y | +38.7% | +282.4% | -243.6% | +16.9% |
| All | +38.7% | +271.8% | -233.0% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling