-23.9%
NVDX vs VICR
+76.0%
-99.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -11.1% | +5.0% | -2.6% |
| 7D | -14.1% | -26.6% | +12.5% | -5.4% |
| 30D | -31.3% | -47.9% | +16.6% | -16.8% |
| 3M | -16.2% | -29.8% | +13.6% | -8.6% |
| 6M | -11.9% | -36.6% | +24.8% | -5.8% |
| YTD | -9.4% | +45.1% | -54.5% | -35.6% |
| 1Y | -23.9% | +80.0% | -103.9% | -55.1% |
| All | -23.9% | +76.0% | -99.8% | -55.1% |
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 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