+790.9%
NOW vs VICR
+1,508.7%
-717.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.5% |
| 7D | -4.1% | +1.3% | -5.4% | -4.4% |
| 30D | +2.9% | -11.9% | +14.8% | +4.2% |
| 3M | +22.6% | -35.1% | +57.7% | +27.6% |
| 6M | +7.5% | +8.1% | -0.6% | -3.0% |
| YTD | -14.4% | +67.8% | -82.2% | -31.5% |
| 1Y | -29.8% | +267.3% | -297.1% | -54.0% |
| 3Y | +9.2% | +191.2% | -182.0% | -30.9% |
| 5Y | +0.8% | +48.1% | -47.3% | -31.8% |
| 10Y | +790.9% | +1,546.1% | -755.2% | +230.1% |
| All | +790.9% | +1,508.7% | -717.7% | +230.1% |
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