+38.4%
NVTS vs VICR
+14.5%
+23.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | +0.4% |
| 7D | +3.5% | +1.3% | +2.2% | +2.5% |
| 30D | -11.9% | -11.9% | 0.0% | -4.2% |
| 3M | -49.2% | -35.1% | -14.1% | -32.2% |
| 6M | +38.4% | +8.1% | +30.3% | +28.7% |
| All | +38.4% | +14.5% | +23.9% | +28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling