+681.4%
NFLX vs VICR
+1,679.8%
-998.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.2% | -9.3% | +0.4% |
| 7D | -1.1% | +5.0% | -6.1% | -1.8% |
| 30D | +4.3% | -12.5% | +16.8% | +5.6% |
| 3M | -4.8% | -33.6% | +28.8% | -1.7% |
| 6M | -18.4% | +10.7% | -29.1% | -24.9% |
| YTD | -17.4% | +80.6% | -98.0% | -31.1% |
| 1Y | -35.7% | +288.4% | -324.1% | -54.5% |
| 3Y | +73.8% | +213.8% | -140.0% | +18.5% |
| 5Y | +29.3% | +58.8% | -29.6% | -6.9% |
| All | +681.4% | +1,679.8% | -998.3% | +222.1% |
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 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