-94.7%
OPEN vs VICR
-1.1%
-93.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.5% |
| 7D | -15.0% | +8.3% | -23.3% | -17.4% |
| 30D | -40.2% | -35.2% | -5.0% | -33.3% |
| 3M | -67.4% | -29.8% | -37.6% | -65.9% |
| 6M | -74.0% | -48.6% | -25.4% | -71.2% |
| YTD | -79.6% | +45.1% | -124.7% | -86.4% |
| 1Y | -86.1% | +79.6% | -165.7% | -91.6% |
| 3Y | -41.4% | +335.4% | -376.8% | -81.0% |
| All | -94.7% | -1.1% | -93.6% | -97.6% |
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 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