+361.0%
ORLY vs VICR
+1,679.8%
-1,318.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | -0.3% |
| 7D | -2.4% | +5.0% | -7.3% | -2.7% |
| 30D | -6.8% | -12.5% | +5.7% | -6.3% |
| 3M | -4.8% | -33.6% | +28.9% | -3.3% |
| 6M | -9.1% | +10.7% | -19.7% | -11.8% |
| YTD | -5.9% | +80.6% | -86.5% | -12.4% |
| 1Y | -20.4% | +288.4% | -308.8% | -30.6% |
| 3Y | +36.6% | +213.8% | -177.2% | +16.9% |
| 5Y | +117.3% | +58.8% | +58.5% | +91.7% |
| All | +361.0% | +1,679.8% | -1,318.7% | +184.4% |
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