+196.2%
ON vs VICR
+697.0%
-500.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -7.0% | -5.3% |
| 7D | -2.2% | +9.8% | -12.0% | -5.3% |
| 30D | -12.4% | -12.6% | +0.2% | -8.9% |
| 3M | -41.2% | -29.7% | -11.5% | -35.2% |
| 6M | +25.0% | +18.8% | +6.1% | +12.6% |
| YTD | +31.3% | +76.4% | -45.1% | +1.8% |
| 1Y | +45.4% | +282.4% | -236.9% | -16.0% |
| 3Y | -27.4% | +206.2% | -233.6% | -59.5% |
| 5Y | +58.5% | +53.9% | +4.6% | -2.1% |
| 10Y | +561.8% | +1,572.3% | -1,010.5% | +68.7% |
| All | +196.2% | +697.0% | -500.9% | -46.6% |
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