+72.7%
NEM vs VICR
+272.1%
-199.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.6% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +23.1% | -13.9% | +37.0% | +25.1% |
| 3M | +18.5% | -38.4% | +56.9% | +24.8% |
| 6M | +7.8% | -7.2% | +15.0% | +4.2% |
| YTD | +29.1% | +72.0% | -42.9% | +14.7% |
| 1Y | +72.7% | +263.3% | -190.6% | +45.9% |
| All | +72.7% | +272.1% | -199.4% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling