-11.4%
MSCI vs VICR
+53.8%
-65.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -4.0% |
| 7D | -2.1% | +9.8% | -11.9% | -3.1% |
| 30D | -1.7% | -12.6% | +10.9% | -0.7% |
| 3M | -8.2% | -29.7% | +21.5% | -6.4% |
| 6M | -2.4% | +18.8% | -21.3% | -8.9% |
| YTD | -2.8% | +76.4% | -79.2% | -14.7% |
| 1Y | -2.7% | +282.4% | -285.0% | -24.5% |
| 3Y | +7.3% | +206.2% | -198.9% | -18.6% |
| 5Y | -11.4% | +53.9% | -65.3% | -28.7% |
| All | -11.4% | +53.8% | -65.2% | -28.7% |
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