+1,258.4%
NET vs VICR
+298.4%
+960.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -15.1% | +6.8% | -4.2% |
| 7D | -21.2% | -34.6% | +13.4% | -11.7% |
| 30D | -31.1% | -54.9% | +23.7% | -15.6% |
| 3M | -16.5% | -38.3% | +21.8% | -8.2% |
| 6M | 0.0% | -49.2% | +49.2% | +9.3% |
| YTD | +24.0% | +23.3% | +0.8% | -2.6% |
| 1Y | +7.0% | +42.4% | -35.4% | -20.1% |
| 3Y | +279.6% | +244.9% | +34.6% | +80.7% |
| 5Y | +24.0% | -12.9% | +36.8% | -16.1% |
| All | +1,258.4% | +298.4% | +960.0% | +464.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling