+112.5%
NET vs VICR
+47.8%
+64.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.4% | -3.5% |
| 7D | -7.0% | +0.4% | -7.4% | -7.2% |
| 30D | -4.8% | -13.9% | +9.1% | -1.4% |
| 3M | +3.8% | -38.4% | +42.2% | +14.6% |
| 6M | +50.0% | -7.2% | +57.3% | +37.8% |
| YTD | +41.5% | +72.0% | -30.6% | +3.6% |
| 1Y | +32.8% | +263.3% | -230.5% | -27.6% |
| 3Y | +335.9% | +173.3% | +162.6% | +134.3% |
| All | +112.5% | +47.8% | +64.7% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling