-25.7%
NOW vs VICR
+2.3%
-28.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.3% | -10.5% | -0.5% |
| 7D | -3.1% | -6.5% | +3.5% | -2.6% |
| 30D | -27.0% | -38.5% | +11.5% | -23.7% |
| 3M | -17.7% | -26.1% | +8.4% | -16.6% |
| 6M | +12.7% | -36.2% | +48.9% | +12.1% |
| YTD | -32.9% | +49.2% | -82.1% | -44.5% |
| 1Y | -40.4% | +87.0% | -127.4% | -52.9% |
| 3Y | -17.1% | +350.4% | -367.5% | -50.3% |
| 5Y | -25.7% | +3.7% | -29.4% | -38.1% |
| All | -25.7% | +2.3% | -28.0% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling