+291.1%
P vs VICR
+53.8%
+237.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.0% |
| 7D | +7.8% | +9.8% | -2.0% | +5.2% |
| 30D | +12.3% | -12.6% | +24.9% | +15.5% |
| 3M | +37.1% | -29.7% | +66.8% | +47.2% |
| 6M | +66.1% | +18.8% | +47.2% | +53.0% |
| YTD | +50.9% | +76.4% | -25.5% | +24.0% |
| 1Y | +27.2% | +282.4% | -255.1% | -16.0% |
| 3Y | +158.7% | +206.2% | -47.5% | +68.4% |
| 5Y | +291.1% | +53.9% | +237.2% | +176.7% |
| All | +291.1% | +53.8% | +237.3% | +176.7% |
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