+243.5%
NEM vs VICR
+178.2%
+65.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.6% |
| 7D | -3.3% | -0.4% | -2.9% | -3.3% |
| 30D | +7.8% | -15.6% | +23.4% | +9.6% |
| 3M | +36.3% | -35.4% | +71.6% | +41.2% |
| 6M | +6.6% | +1.3% | +5.3% | +3.8% |
| YTD | +27.1% | +62.5% | -35.3% | +17.7% |
| 1Y | +62.3% | +255.5% | -193.1% | +39.6% |
| All | +243.5% | +178.2% | +65.2% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling