-14.0%
NYT vs VICR
+14.4%
-28.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.7% | +0.8% |
| 7D | -0.6% | +5.0% | -5.6% | -0.4% |
| 30D | +4.6% | -12.5% | +17.1% | +4.1% |
| 3M | -9.6% | -33.6% | +24.0% | -10.6% |
| 6M | -14.0% | +10.7% | -24.7% | -17.3% |
| All | -14.0% | +14.4% | -28.4% | -17.3% |
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