+37.5%
NVTS vs VICR
+178.2%
-140.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -2.2% |
| 7D | +0.5% | -0.4% | +0.8% | +0.7% |
| 30D | -18.0% | -15.6% | -2.4% | -10.6% |
| 3M | -45.6% | -35.4% | -10.2% | -32.1% |
| 6M | +28.5% | +1.3% | +27.2% | +31.5% |
| YTD | +56.2% | +62.5% | -6.3% | +31.4% |
| 1Y | +97.7% | +255.5% | -157.8% | +15.8% |
| All | +37.5% | +178.2% | -140.8% | -21.8% |
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