+2,627.5%
NDAQ vs VICR
+2,436.8%
+190.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.5% |
| 7D | +1.3% | +8.3% | -7.0% | -0.3% |
| 30D | +18.0% | -35.2% | +53.1% | +25.3% |
| 3M | +11.5% | -29.8% | +41.3% | +14.8% |
| 6M | +21.1% | -48.6% | +69.7% | +27.4% |
| YTD | +12.8% | +45.1% | -32.3% | -7.4% |
| 1Y | +25.7% | +79.6% | -53.9% | -1.3% |
| 3Y | +116.8% | +335.4% | -218.6% | +27.1% |
| 5Y | +67.3% | -1.0% | +68.3% | +20.8% |
| 10Y | +473.3% | +993.1% | -519.8% | +90.9% |
| All | +2,627.5% | +2,436.8% | +190.7% | +421.5% |
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