+96.9%
PSX vs VICR
+76.0%
+21.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -11.1% | +6.6% | -4.7% |
| 7D | -5.2% | -26.6% | +21.4% | -5.7% |
| 30D | -3.7% | -47.9% | +44.2% | -4.9% |
| 3M | +26.8% | -29.8% | +56.5% | +26.1% |
| 6M | +47.3% | -36.6% | +83.9% | +45.6% |
| YTD | +105.4% | +45.1% | +60.3% | +87.2% |
| 1Y | +96.9% | +80.0% | +16.9% | +79.1% |
| All | +96.9% | +76.0% | +21.0% | +79.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling