+378.1%
PSX vs VICR
+1,679.8%
-1,301.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | -0.9% |
| 7D | +1.7% | +5.0% | -3.2% | +1.1% |
| 30D | +15.6% | -12.5% | +28.1% | +17.0% |
| 3M | +46.5% | -33.6% | +80.1% | +51.0% |
| 6M | +55.0% | +10.7% | +44.3% | +45.8% |
| YTD | +105.3% | +80.6% | +24.7% | +78.3% |
| 1Y | +101.6% | +288.4% | -186.8% | +54.9% |
| 3Y | +134.1% | +213.8% | -79.7% | +75.7% |
| 5Y | +368.7% | +58.8% | +309.8% | +265.0% |
| All | +378.1% | +1,679.8% | -1,301.7% | +125.8% |
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 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