+1,131.3%
PSX vs VICR
+2,397.7%
-1,266.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.3% |
| 7D | +2.8% | +9.8% | -7.0% | +1.7% |
| 30D | +27.8% | -12.6% | +40.4% | +29.3% |
| 3M | +42.0% | -29.7% | +71.7% | +45.5% |
| 6M | +58.1% | +18.8% | +39.3% | +47.3% |
| YTD | +105.0% | +76.4% | +28.6% | +79.0% |
| 1Y | +104.9% | +282.4% | -177.4% | +58.3% |
| 3Y | +134.1% | +206.2% | -72.1% | +76.8% |
| 5Y | +363.8% | +53.9% | +309.9% | +261.6% |
| 10Y | +370.1% | +1,572.3% | -1,202.2% | +136.2% |
| All | +1,131.3% | +2,397.7% | -1,266.3% | +381.3% |
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 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