+32.8%
NET vs VICR
+272.1%
-239.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.4% | -2.4% |
| 7D | -7.0% | +0.4% | -7.4% | -7.0% |
| 30D | -4.8% | -13.9% | +9.1% | -3.8% |
| 3M | +3.8% | -38.4% | +42.2% | +6.4% |
| 6M | +50.0% | -7.2% | +57.3% | +44.9% |
| YTD | +41.5% | +72.0% | -30.6% | +28.6% |
| 1Y | +32.8% | +263.3% | -230.5% | +11.4% |
| All | +32.8% | +272.1% | -239.3% | +11.4% |
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 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