+878.4%
MSFT vs VICR
+1,679.8%
-801.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.5% | -0.8% |
| 7D | -0.8% | +5.0% | -5.8% | -1.6% |
| 30D | +0.8% | -12.5% | +13.3% | +2.2% |
| 3M | +27.2% | -33.6% | +60.8% | +31.7% |
| 6M | +22.9% | +10.7% | +12.2% | +14.9% |
| YTD | +3.1% | +80.6% | -77.4% | -11.9% |
| 1Y | -0.3% | +288.4% | -288.6% | -25.9% |
| 3Y | +50.1% | +213.8% | -163.7% | +8.0% |
| 5Y | +74.6% | +58.8% | +15.8% | +31.5% |
| All | +878.4% | +1,679.8% | -801.4% | +359.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling