+72.3%
MSFT vs VICR
+46.6%
+25.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.1% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -2.7% | -11.9% | +9.3% | -1.9% |
| 3M | +22.1% | -35.1% | +57.2% | +24.8% |
| 6M | +20.6% | +8.1% | +12.4% | +15.3% |
| YTD | +2.3% | +67.8% | -65.5% | -7.4% |
| 1Y | -0.5% | +267.3% | -267.8% | -18.3% |
| 3Y | +50.5% | +191.2% | -140.7% | +22.0% |
| 5Y | +72.3% | +48.1% | +24.3% | +40.6% |
| All | +72.3% | +46.6% | +25.7% | +40.6% |
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 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