+92.9%
NTRS vs VICR
+57.6%
+35.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | -0.2% |
| 7D | +1.4% | +5.0% | -3.6% | +0.7% |
| 30D | -0.7% | -12.5% | +11.8% | +0.5% |
| 3M | +11.3% | -33.6% | +44.9% | +14.9% |
| 6M | +35.5% | +10.7% | +24.9% | +29.0% |
| YTD | +40.6% | +80.6% | -40.0% | +25.4% |
| 1Y | +49.2% | +288.4% | -239.2% | +19.5% |
| 3Y | +167.2% | +213.8% | -46.6% | +108.8% |
| All | +92.9% | +57.6% | +35.3% | +51.2% |
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 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