+1,592.1%
MOD vs VICR
+9,351.1%
-7,759.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.7% | -3.0% | +3.4% |
| 7D | -25.5% | -23.1% | -2.4% | -19.8% |
| 30D | -49.0% | -48.1% | -0.9% | -39.5% |
| 3M | -49.8% | -32.8% | -17.0% | -45.3% |
| 6M | -64.8% | -47.6% | -17.2% | -59.8% |
| YTD | -27.6% | +34.0% | -61.7% | -36.2% |
| 1Y | -35.2% | +65.0% | -100.2% | -45.8% |
| 3Y | +137.1% | +277.1% | -140.0% | +51.8% |
| 5Y | +760.3% | -5.3% | +765.6% | +587.3% |
| 10Y | +938.8% | +1,075.0% | -136.2% | +293.8% |
| All | +1,592.1% | +9,351.1% | -7,759.1% | +348.5% |
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