+53,204.8%
ORLY vs VICR
+2,446.0%
+50,758.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.3% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | -7.6% | -15.6% | +7.9% | -6.2% |
| 3M | -5.5% | -35.4% | +29.9% | -2.4% |
| 6M | -9.7% | +1.3% | -11.0% | -13.4% |
| YTD | -6.2% | +62.5% | -68.7% | -15.7% |
| 1Y | -18.6% | +255.5% | -274.1% | -34.3% |
| 3Y | +33.8% | +182.0% | -148.2% | +4.9% |
| 5Y | +116.5% | +42.9% | +73.6% | +72.4% |
| 10Y | +361.0% | +1,494.0% | -1,133.0% | +142.2% |
| All | +53,204.8% | +2,446.0% | +50,758.9% | +21,256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling