+4,734.2%
NKE vs VICR
+11,356.8%
-6,622.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.5% |
| 7D | -5.5% | -0.4% | -5.1% | -5.5% |
| 30D | -10.4% | -15.6% | +5.1% | -8.9% |
| 3M | -15.8% | -35.4% | +19.6% | -12.7% |
| 6M | -33.4% | +1.3% | -34.7% | -36.5% |
| YTD | -41.0% | +62.5% | -103.5% | -47.9% |
| 1Y | -49.1% | +255.5% | -304.5% | -60.4% |
| 3Y | -59.8% | +182.0% | -241.8% | -69.4% |
| 5Y | -75.5% | +42.9% | -118.4% | -80.7% |
| 10Y | -23.5% | +1,494.0% | -1,517.5% | -60.0% |
| All | +4,734.2% | +11,356.8% | -6,622.6% | +1,233.7% |
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