+50.3%
NDAQ vs VICR
+42.6%
+7.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -2.2% |
| 7D | -6.8% | -0.4% | -6.4% | -6.8% |
| 30D | -3.2% | -15.6% | +12.4% | -2.4% |
| 3M | +6.5% | -35.4% | +41.9% | +8.1% |
| 6M | +5.7% | +1.3% | +4.5% | +2.3% |
| YTD | -4.6% | +62.5% | -67.1% | -11.7% |
| 1Y | -1.6% | +255.5% | -257.0% | -15.4% |
| 3Y | +86.4% | +182.0% | -95.5% | +58.2% |
| 5Y | +50.3% | +42.9% | +7.4% | +33.8% |
| All | +50.3% | +42.6% | +7.7% | +33.8% |
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