+481.5%
NEM vs VICR
+12,339.4%
-11,857.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | +3.9% | +9.8% | -6.0% | +3.4% |
| 30D | +12.7% | -12.6% | +25.3% | +13.3% |
| 3M | +28.7% | -29.7% | +58.3% | +30.1% |
| 6M | +9.8% | +18.8% | -9.1% | +8.0% |
| YTD | +28.1% | +76.4% | -48.3% | +23.8% |
| 1Y | +69.3% | +282.4% | -213.0% | +58.1% |
| 3Y | +247.7% | +206.2% | +41.5% | +222.3% |
| 5Y | +153.4% | +53.9% | +99.5% | +136.2% |
| 10Y | +291.3% | +1,572.3% | -1,281.0% | +229.8% |
| All | +481.5% | +12,339.4% | -11,857.9% | +455.4% |
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 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