+384.8%
NVDA vs VICR
+178.2%
+206.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.6% |
| 7D | -4.3% | -0.4% | -3.9% | -4.3% |
| 30D | +0.5% | -15.6% | +16.1% | +3.8% |
| 3M | +9.1% | -35.4% | +44.4% | +16.9% |
| 6M | +18.5% | +1.3% | +17.2% | +10.4% |
| YTD | +17.4% | +62.5% | -45.1% | -4.3% |
| 1Y | +23.4% | +255.5% | -232.0% | -20.3% |
| All | +384.8% | +178.2% | +206.5% | +214.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling