-85.1%
OPEN vs VICR
+42.6%
-127.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -5.5% |
| 7D | -10.5% | -0.4% | -10.1% | -10.5% |
| 30D | -21.8% | -15.6% | -6.2% | -17.7% |
| 3M | -37.5% | -35.4% | -2.1% | -29.9% |
| 6M | -44.1% | +1.3% | -45.4% | -51.3% |
| YTD | -52.0% | +62.5% | -114.4% | -66.8% |
| 1Y | -52.2% | +255.5% | -307.7% | -77.8% |
| 3Y | -25.9% | +182.0% | -207.9% | -67.6% |
| 5Y | -85.1% | +42.9% | -128.0% | -91.1% |
| All | -85.1% | +42.6% | -127.7% | -91.1% |
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