+18.9%
NET vs VICR
-40.7%
+59.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.1% | +8.6% | -1.5% |
| 7D | -16.4% | -26.6% | +10.2% | -13.9% |
| 30D | -25.8% | -47.9% | +22.1% | -22.3% |
| 3M | -11.5% | -29.8% | +18.2% | -8.6% |
| 6M | +18.9% | -36.6% | +55.5% | +23.4% |
| All | +18.9% | -40.7% | +59.6% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling