+194.3%
NOK vs VICR
+209.3%
-15.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +11.2% | -6.4% | +2.9% |
| 7D | +11.0% | +5.0% | +6.0% | +10.0% |
| 30D | +7.8% | -12.5% | +20.3% | +10.0% |
| 3M | -21.0% | -33.6% | +12.6% | -16.2% |
| 6M | +40.9% | +10.7% | +30.2% | +40.5% |
| YTD | +72.0% | +80.6% | -8.6% | +62.6% |
| 1Y | +140.9% | +288.4% | -147.5% | +109.6% |
| 3Y | +194.3% | +213.8% | -19.5% | +149.6% |
| All | +194.3% | +209.3% | -15.0% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling