+2,771.1%
NOW vs VICR
+2,668.7%
+102.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.5% | -8.5% | -4.0% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | +20.5% | -13.9% | +34.4% | +22.7% |
| 3M | +18.3% | -38.4% | +56.8% | +24.9% |
| 6M | +24.1% | -7.2% | +31.3% | +14.8% |
| YTD | -7.8% | +72.0% | -79.8% | -27.0% |
| 1Y | -21.4% | +263.3% | -284.7% | -48.9% |
| 3Y | +19.5% | +173.3% | -153.7% | -24.0% |
| 5Y | +4.1% | +47.3% | -43.2% | -30.3% |
| 10Y | +826.4% | +1,495.2% | -668.8% | +212.2% |
| All | +2,771.1% | +2,668.7% | +102.4% | +709.9% |
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