+514.0%
NOW vs VICR
+978.3%
-464.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.1% |
| 7D | +0.3% | +8.3% | -8.0% | -1.1% |
| 30D | -27.0% | -35.2% | +8.2% | -22.5% |
| 3M | -19.6% | -29.8% | +10.2% | -17.3% |
| 6M | +17.5% | -48.6% | +66.0% | +22.7% |
| YTD | -33.3% | +45.1% | -78.4% | -46.6% |
| 1Y | -39.8% | +79.6% | -119.4% | -54.2% |
| 3Y | -19.9% | +335.4% | -355.3% | -55.5% |
| 5Y | -26.1% | -1.0% | -25.0% | -46.3% |
| All | +514.0% | +978.3% | -464.3% | +140.3% |
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 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