-41.4%
OPEN vs VICR
+336.6%
-378.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.8% |
| 7D | -15.0% | +8.3% | -23.3% | -16.6% |
| 30D | -40.2% | -35.2% | -5.0% | -35.0% |
| 3M | -67.4% | -29.8% | -37.6% | -66.2% |
| 6M | -74.0% | -48.6% | -25.4% | -71.7% |
| YTD | -79.6% | +45.1% | -124.7% | -85.2% |
| 1Y | -86.1% | +79.6% | -165.7% | -90.7% |
| 3Y | -41.4% | +335.4% | -376.8% | -82.2% |
| All | -41.4% | +336.6% | -378.0% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling