+575.6%
NUE vs VICR
+1,679.8%
-1,104.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.6% | -0.1% |
| 7D | -0.6% | +5.0% | -5.6% | -1.5% |
| 30D | -4.6% | -12.5% | +7.9% | -2.9% |
| 3M | -0.3% | -33.6% | +33.3% | +3.9% |
| 6M | +51.9% | +10.7% | +41.2% | +42.8% |
| YTD | +60.0% | +80.6% | -20.6% | +37.4% |
| 1Y | +82.9% | +288.4% | -205.5% | +35.9% |
| 3Y | +66.0% | +213.8% | -147.8% | +20.4% |
| 5Y | +149.0% | +58.8% | +90.1% | +88.6% |
| All | +575.6% | +1,679.8% | -1,104.1% | +172.1% |
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