+100,917.1%
MSFT vs VICR
+12,339.4%
+88,577.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.5% |
| 7D | -1.4% | +9.8% | -11.3% | -2.9% |
| 30D | -1.0% | -12.6% | +11.6% | +0.4% |
| 3M | +20.2% | -29.7% | +49.9% | +23.9% |
| 6M | +21.3% | +18.8% | +2.4% | +12.4% |
| YTD | +2.8% | +76.4% | -73.6% | -11.5% |
| 1Y | 0.0% | +282.4% | -282.4% | -25.0% |
| 3Y | +51.2% | +206.2% | -154.9% | +10.0% |
| 5Y | +71.4% | +53.9% | +17.5% | +29.0% |
| 10Y | +868.6% | +1,572.3% | -703.7% | +363.1% |
| All | +100,917.1% | +12,339.4% | +88,577.8% | +26,217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling