+521.8%
NOW vs VICR
+1,071.4%
-549.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +2.5% |
| 7D | -5.6% | +5.7% | -11.2% | -6.6% |
| 30D | -26.8% | -35.2% | +8.4% | -22.4% |
| 3M | -19.4% | -20.3% | +0.9% | -18.9% |
| 6M | +12.3% | -46.3% | +58.6% | +16.5% |
| YTD | -32.9% | +53.4% | -86.3% | -46.8% |
| 1Y | -40.3% | +81.6% | -121.9% | -54.5% |
| 3Y | -19.1% | +360.5% | -379.6% | -55.4% |
| 5Y | -24.4% | +4.4% | -28.8% | -45.5% |
| 10Y | +521.8% | +1,055.3% | -533.5% | +147.2% |
| All | +521.8% | +1,071.4% | -549.6% | +147.2% |
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