+9.0%
MSFT vs VICR
+76.0%
-67.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -11.1% | +17.8% | +6.8% |
| 7D | +4.7% | -26.6% | +31.2% | +5.1% |
| 30D | +5.8% | -47.9% | +53.8% | +6.5% |
| 3M | +13.0% | -29.8% | +42.8% | +13.4% |
| 6M | +34.9% | -36.6% | +71.5% | +32.3% |
| YTD | +15.7% | +45.1% | -29.5% | +7.1% |
| 1Y | +9.0% | +80.0% | -71.1% | -2.8% |
| All | +9.0% | +76.0% | -67.0% | -2.8% |
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