+1,700.7%
NOK vs VICR
+2,079.5%
-378.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +2.1% |
| 7D | +9.3% | +1.3% | +8.1% | +9.0% |
| 30D | +17.9% | -11.9% | +29.8% | +20.8% |
| 3M | -22.3% | -35.1% | +12.8% | -15.6% |
| 6M | +36.4% | +8.1% | +28.2% | +30.6% |
| YTD | +66.3% | +67.8% | -1.5% | +43.2% |
| 1Y | +134.4% | +267.3% | -132.9% | +68.1% |
| 3Y | +186.6% | +191.2% | -4.6% | +97.5% |
| 5Y | +102.7% | +48.1% | +54.6% | +44.9% |
| 10Y | +129.8% | +1,546.1% | -1,416.3% | -18.4% |
| All | +1,700.7% | +2,079.5% | -378.8% | +290.3% |
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