+595,415.1%
NVDA vs VICR
+1,681.1%
+593,734.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | +0.7% |
| 7D | -0.3% | +1.3% | -1.6% | -0.9% |
| 30D | +2.8% | -11.9% | +14.8% | +6.5% |
| 3M | +7.4% | -35.1% | +42.6% | +19.4% |
| 6M | +22.6% | +8.1% | +14.5% | +8.4% |
| YTD | +20.1% | +67.8% | -47.7% | -10.9% |
| 1Y | +31.2% | +267.3% | -236.1% | -28.2% |
| 3Y | +391.7% | +191.2% | +200.5% | +160.9% |
| 5Y | +911.9% | +48.1% | +863.8% | +501.7% |
| 10Y | +15,200.7% | +1,546.1% | +13,654.6% | +3,429.8% |
| All | +595,415.1% | +1,681.1% | +593,734.1% | +92,060.0% |
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