+17.2%
O vs VICR
+42.6%
-25.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | -3.5% | -0.4% | -3.1% | -3.5% |
| 30D | -3.3% | -15.6% | +12.2% | -2.9% |
| 3M | -2.8% | -35.4% | +32.5% | -2.1% |
| 6M | -5.8% | +1.3% | -7.0% | -7.4% |
| YTD | +9.4% | +62.5% | -53.1% | +4.8% |
| 1Y | +5.7% | +255.5% | -249.8% | -2.8% |
| 3Y | +27.2% | +182.0% | -154.8% | +15.7% |
| 5Y | +17.2% | +42.9% | -25.7% | +8.9% |
| All | +17.2% | +42.6% | -25.4% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling