+47.6%
ON vs VICR
+76.0%
-28.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -11.1% | +9.3% | +2.1% |
| 7D | -5.8% | -26.6% | +20.8% | +4.7% |
| 30D | -17.1% | -47.9% | +30.9% | +3.0% |
| 3M | -11.8% | -29.8% | +18.0% | -3.5% |
| 6M | -30.2% | -36.6% | +6.4% | -22.4% |
| YTD | +31.6% | +45.1% | -13.6% | +4.9% |
| 1Y | +47.6% | +80.0% | -32.5% | +5.8% |
| All | +47.6% | +76.0% | -28.4% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling