+485.4%
P vs VICR
+1,774.3%
-1,288.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | -0.1% |
| 7D | +6.5% | +0.4% | +6.1% | +6.2% |
| 30D | +18.8% | -13.9% | +32.8% | +23.1% |
| 3M | +26.7% | -38.4% | +65.2% | +42.0% |
| 6M | +62.2% | -7.2% | +69.4% | +56.9% |
| YTD | +48.5% | +72.0% | -23.5% | +19.2% |
| 1Y | +26.4% | +263.3% | -236.9% | -20.0% |
| 3Y | +159.4% | +173.3% | -13.9% | +64.4% |
| 5Y | +275.8% | +47.3% | +228.5% | +151.8% |
| 10Y | +732.0% | +1,495.2% | -763.2% | +208.8% |
| All | +485.4% | +1,774.3% | -1,288.9% | +105.8% |
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