+113.0%
NVTS vs VICR
+272.1%
-159.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.8% | +2.9% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -4.5% | -13.9% | +9.5% | +4.4% |
| 3M | -61.5% | -38.4% | -23.1% | -48.6% |
| 6M | +28.0% | -7.2% | +35.2% | +35.2% |
| YTD | +65.3% | +72.0% | -6.8% | +44.5% |
| 1Y | +113.0% | +263.3% | -150.3% | +57.0% |
| All | +113.0% | +272.1% | -159.1% | +57.0% |
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 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