+3,464.8%
MOD vs VICR
+12,032.4%
-8,567.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +2.9% |
| 7D | +9.6% | +0.4% | +9.2% | +9.3% |
| 30D | 0.0% | -13.9% | +14.0% | +3.7% |
| 3M | -35.4% | -38.4% | +3.0% | -27.6% |
| 6M | -7.3% | -7.2% | -0.1% | -8.2% |
| YTD | +45.8% | +72.0% | -26.2% | +22.1% |
| 1Y | +43.1% | +263.3% | -220.2% | -3.5% |
| 3Y | +297.7% | +173.3% | +124.4% | +175.3% |
| 5Y | +1,478.8% | +47.3% | +1,431.4% | +1,040.6% |
| 10Y | +1,633.4% | +1,495.2% | +138.2% | +514.8% |
| All | +3,464.8% | +12,032.4% | -8,567.6% | +797.4% |
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