+5,221.5%
O vs VICR
+1,304.7%
+3,916.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | -0.4% | +8.3% | -8.7% | -1.4% |
| 30D | +7.1% | -35.2% | +42.3% | +11.4% |
| 3M | -5.2% | -29.8% | +24.6% | -3.4% |
| 6M | -1.8% | -48.6% | +46.8% | +1.7% |
| YTD | +9.1% | +45.1% | -36.0% | -3.2% |
| 1Y | +9.7% | +79.6% | -69.9% | -5.4% |
| 3Y | +39.1% | +335.4% | -296.3% | -0.2% |
| 5Y | +8.4% | -1.0% | +9.4% | -11.6% |
| 10Y | +80.2% | +993.1% | -913.0% | -4.6% |
| All | +5,221.5% | +1,304.7% | +3,916.8% | +2,021.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling