+4.9%
MSFT vs VICR
+70.3%
-65.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | -1.3% | +8.3% | -9.6% | -1.4% |
| 30D | -1.8% | -35.2% | +33.3% | -1.5% |
| 3M | +5.6% | -29.8% | +35.5% | +5.9% |
| 6M | +29.8% | -48.6% | +78.4% | +28.4% |
| YTD | +9.0% | +45.1% | -36.1% | +2.7% |
| 1Y | +4.9% | +79.6% | -74.6% | -5.6% |
| All | +4.9% | +70.3% | -65.3% | -5.6% |
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