+14,546.7%
NVDA vs VICR
+1,679.8%
+12,866.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.2% | -3.5% |
| 7D | -5.1% | +5.0% | -10.1% | -6.8% |
| 30D | -2.5% | -12.5% | +10.0% | +0.9% |
| 3M | +6.7% | -33.6% | +40.3% | +16.9% |
| 6M | +17.6% | +10.7% | +6.9% | +3.1% |
| YTD | +17.3% | +80.6% | -63.3% | -15.1% |
| 1Y | +23.5% | +288.4% | -264.9% | -34.0% |
| 3Y | +384.6% | +213.8% | +170.8% | +149.6% |
| 5Y | +875.4% | +58.8% | +816.6% | +466.9% |
| All | +14,546.7% | +1,679.8% | +12,866.9% | +3,863.1% |
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