+5,410.9%
NI vs VICR
+11,731.3%
-6,320.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | -0.2% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | -0.3% | -11.9% | +11.7% | +0.5% |
| 3M | -9.5% | -35.1% | +25.7% | -7.4% |
| 6M | -10.2% | +8.1% | -18.4% | -12.8% |
| YTD | +1.8% | +67.8% | -66.0% | -4.9% |
| 1Y | +5.7% | +267.3% | -261.6% | -7.8% |
| 3Y | +69.6% | +191.2% | -121.6% | +45.8% |
| 5Y | +95.8% | +48.1% | +47.7% | +70.3% |
| 10Y | +145.1% | +1,546.1% | -1,401.0% | +66.3% |
| All | +5,410.9% | +11,731.3% | -6,320.4% | +3,056.4% |
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 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