+32.0%
Q vs VICR
+98.0%
-66.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.9% | +6.7% | +3.5% |
| 7D | +6.6% | +1.3% | +5.4% | +6.0% |
| 30D | -6.6% | -11.9% | +5.4% | -2.8% |
| 3M | -13.2% | -35.1% | +21.9% | -0.6% |
| 6M | +9.9% | +8.1% | +1.8% | -1.2% |
| YTD | +53.9% | +67.8% | -13.8% | +18.2% |
| All | +32.0% | +98.0% | -66.0% | -6.4% |
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