+59.8%
ON vs VICR
+57.6%
+2.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +11.2% | -2.6% | +5.0% |
| 7D | +2.4% | +5.0% | -2.6% | +0.7% |
| 30D | -8.6% | -12.5% | +3.9% | -5.2% |
| 3M | -34.3% | -33.6% | -0.7% | -26.9% |
| 6M | +28.5% | +10.7% | +17.9% | +20.3% |
| YTD | +40.6% | +80.6% | -40.0% | +12.4% |
| 1Y | +55.3% | +288.4% | -233.0% | -4.0% |
| 3Y | -22.2% | +213.8% | -236.0% | -53.7% |
| All | +59.8% | +57.6% | +2.2% | +7.2% |
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