-99.2%
NVD vs VICR
+166.2%
-265.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.8% | -0.1% |
| 7D | +0.5% | +1.3% | -0.7% | +1.1% |
| 30D | -9.3% | -11.9% | +2.7% | -12.3% |
| 3M | -22.1% | -35.1% | +13.1% | -30.3% |
| 6M | -45.8% | +8.1% | -53.9% | -33.9% |
| YTD | -46.7% | +67.8% | -114.5% | -17.1% |
| 1Y | -59.5% | +267.3% | -326.8% | -1.1% |
| 3Y | -99.2% | +191.2% | -290.4% | -97.3% |
| All | -99.2% | +166.2% | -265.4% | -97.4% |
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