+49.1%
MSFT vs VICR
+178.2%
-129.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.3% |
| 7D | -3.5% | -0.4% | -3.1% | -3.5% |
| 30D | -2.1% | -15.6% | +13.5% | -1.5% |
| 3M | +24.2% | -35.4% | +59.5% | +25.1% |
| 6M | +21.9% | +1.3% | +20.6% | +18.2% |
| YTD | +2.5% | +62.5% | -60.0% | -4.1% |
| 1Y | -0.8% | +255.5% | -256.2% | -12.9% |
| All | +49.1% | +178.2% | -129.1% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling