+215.2%
PODD vs VICR
+1,679.8%
-1,464.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.2% | -13.2% | -3.3% |
| 7D | -10.5% | +5.0% | -15.5% | -11.1% |
| 30D | -9.0% | -12.5% | +3.4% | -8.1% |
| 3M | -11.5% | -33.6% | +22.1% | -9.1% |
| 6M | -44.7% | +10.7% | -55.4% | -48.7% |
| YTD | -53.6% | +80.6% | -134.1% | -60.4% |
| 1Y | -61.0% | +288.4% | -349.3% | -70.9% |
| 3Y | -24.7% | +213.8% | -238.5% | -45.2% |
| 5Y | -55.5% | +58.8% | -114.3% | -66.3% |
| All | +215.2% | +1,679.8% | -1,464.5% | +62.5% |
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