+14.5%
NET vs VICR
+76.0%
-61.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.1% | +8.6% | -1.4% |
| 7D | -16.4% | -26.6% | +10.2% | -13.8% |
| 30D | -25.8% | -47.9% | +22.1% | -21.7% |
| 3M | -11.5% | -29.8% | +18.2% | -8.8% |
| 6M | +18.9% | -36.6% | +55.5% | +20.2% |
| YTD | +35.2% | +45.1% | -9.9% | +14.5% |
| 1Y | +14.5% | +80.0% | -65.6% | -10.1% |
| All | +14.5% | +76.0% | -61.5% | -10.1% |
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