-99.1%
NVD vs VICR
+186.5%
-285.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.9% | +4.8% |
| 7D | +10.8% | +5.0% | +5.9% | +13.3% |
| 30D | +0.8% | -12.5% | +13.2% | -2.8% |
| 3M | -20.8% | -33.6% | +12.8% | -28.6% |
| 6M | -41.2% | +10.7% | -51.8% | -27.6% |
| YTD | -44.2% | +80.6% | -124.8% | -10.3% |
| 1Y | -54.2% | +288.4% | -342.5% | +14.3% |
| 3Y | -99.1% | +213.8% | -312.9% | -97.2% |
| All | -99.1% | +186.5% | -285.7% | -97.2% |
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