-31.7%
NKE vs VICR
+76.0%
-107.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -11.1% | +16.4% | +4.8% |
| 7D | +9.0% | -26.6% | +35.6% | +8.1% |
| 30D | +19.2% | -47.9% | +67.2% | +17.5% |
| 3M | -1.5% | -29.8% | +28.3% | -2.5% |
| 6M | -4.2% | -36.6% | +32.4% | -6.2% |
| YTD | -34.8% | +45.1% | -79.9% | -32.6% |
| 1Y | -31.7% | +80.0% | -111.7% | -27.8% |
| All | -31.7% | +76.0% | -107.7% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling