+368.8%
ORCL vs VICR
+1,508.7%
-1,139.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | +0.1% |
| 7D | +10.9% | +1.3% | +9.6% | +10.7% |
| 30D | +7.0% | -11.9% | +18.9% | +8.6% |
| 3M | -21.2% | -35.1% | +13.9% | -17.5% |
| 6M | +7.4% | +8.1% | -0.8% | +2.7% |
| YTD | -16.3% | +67.8% | -84.0% | -25.6% |
| 1Y | -32.3% | +267.3% | -299.6% | -46.8% |
| 3Y | +32.6% | +191.2% | -158.7% | +3.2% |
| 5Y | +93.1% | +48.1% | +45.0% | +54.9% |
| 10Y | +368.8% | +1,546.1% | -1,177.3% | +142.5% |
| All | +368.8% | +1,508.7% | -1,139.9% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling