+94.3%
ORCL vs VICR
+53.8%
+40.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +2.0% |
| 7D | +15.0% | +9.8% | +5.2% | +13.7% |
| 30D | +10.5% | -12.6% | +23.1% | +12.1% |
| 3M | -23.0% | -29.7% | +6.7% | -20.6% |
| 6M | +7.0% | +18.8% | -11.8% | +1.8% |
| YTD | -15.8% | +76.4% | -92.2% | -24.4% |
| 1Y | -31.1% | +282.4% | -313.4% | -44.3% |
| 3Y | +33.3% | +206.2% | -172.9% | +6.7% |
| 5Y | +94.3% | +53.9% | +40.4% | +54.9% |
| All | +94.3% | +53.8% | +40.5% | +54.9% |
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