-54.6%
PODD vs VICR
+42.6%
-97.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -2.1% |
| 7D | -10.6% | -0.4% | -10.2% | -10.6% |
| 30D | -6.9% | -15.6% | +8.6% | -5.8% |
| 3M | -10.6% | -35.4% | +24.7% | -8.6% |
| 6M | -43.5% | +1.3% | -44.7% | -46.9% |
| YTD | -52.6% | +62.5% | -115.1% | -58.8% |
| 1Y | -60.1% | +255.5% | -315.6% | -69.6% |
| 3Y | -21.7% | +182.0% | -203.7% | -41.7% |
| 5Y | -54.6% | +42.9% | -97.5% | -61.3% |
| All | -54.6% | +42.6% | -97.2% | -61.3% |
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