+1,449.6%
NET vs VICR
+456.0%
+993.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +38.2% |
| YTD | +41.5% | +72.0% | -30.6% | +4.6% |
| 1Y | +32.8% | +263.3% | -230.5% | -26.1% |
| 3Y | +335.9% | +173.3% | +162.6% | +138.8% |
| 5Y | +113.8% | +47.3% | +66.5% | +29.0% |
| All | +1,449.6% | +456.0% | +993.5% | +506.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling