+54.8%
OVV vs VICR
+1,016.5%
-961.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.3% | +2.5% |
| 7D | +6.5% | +21.9% | -15.4% | +3.2% |
| 30D | -2.7% | -38.4% | +35.7% | +3.4% |
| 3M | +3.1% | -27.2% | +30.3% | +5.3% |
| 6M | +12.8% | -43.7% | +56.5% | +16.3% |
| YTD | +68.1% | +50.3% | +17.9% | +38.1% |
| 1Y | +73.6% | +74.6% | -0.9% | +38.2% |
| 3Y | +57.6% | +351.2% | -293.6% | -6.2% |
| 5Y | +104.5% | +2.5% | +102.0% | +55.8% |
| All | +54.8% | +1,016.5% | -961.8% | -34.4% |
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