+481.9%
NYT vs VICR
+1,679.8%
-1,197.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.7% | -0.6% |
| 7D | -0.6% | +5.0% | -5.6% | -1.1% |
| 30D | +4.6% | -12.5% | +17.1% | +5.6% |
| 3M | -9.6% | -33.6% | +24.0% | -7.3% |
| 6M | -14.0% | +10.7% | -24.7% | -18.3% |
| YTD | -2.8% | +80.6% | -83.4% | -13.5% |
| 1Y | +15.6% | +288.4% | -272.8% | -7.3% |
| 3Y | +56.3% | +213.8% | -157.5% | +22.0% |
| 5Y | +39.5% | +58.8% | -19.3% | +12.3% |
| All | +481.9% | +1,679.8% | -1,197.8% | +209.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling