+34.4%
NVDA vs VICR
+272.1%
-237.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | +0.1% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | +5.1% | -13.9% | +19.0% | +7.0% |
| 3M | +5.4% | -38.4% | +43.8% | +10.7% |
| 6M | +26.0% | -7.2% | +33.2% | +21.9% |
| YTD | +23.7% | +72.0% | -48.4% | +11.8% |
| 1Y | +34.4% | +263.3% | -228.9% | +11.5% |
| All | +34.4% | +272.1% | -237.7% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling