-24.0%
NKE vs VICR
+1,679.8%
-1,703.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.7% | -0.9% |
| 7D | -4.2% | +5.0% | -9.1% | -4.8% |
| 30D | -8.2% | -12.5% | +4.3% | -7.1% |
| 3M | -19.1% | -33.6% | +14.5% | -16.5% |
| 6M | -32.6% | +10.7% | -43.3% | -36.9% |
| YTD | -40.7% | +80.6% | -121.3% | -49.0% |
| 1Y | -48.9% | +288.4% | -337.2% | -61.6% |
| 3Y | -59.2% | +213.8% | -273.0% | -70.2% |
| 5Y | -75.3% | +58.8% | -134.2% | -81.3% |
| All | -24.0% | +1,679.8% | -1,703.8% | -60.0% |
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