-22.0%
QID vs VICR
+76.0%
-98.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -11.1% | +9.3% | -4.6% |
| 7D | +9.8% | -26.6% | +36.4% | +2.1% |
| 30D | +18.9% | -47.9% | +66.9% | +3.2% |
| 3M | +9.6% | -29.8% | +39.4% | +4.4% |
| 6M | -7.8% | -36.6% | +28.8% | -10.0% |
| YTD | -23.3% | +45.1% | -68.5% | +0.9% |
| 1Y | -22.0% | +80.0% | -102.1% | +16.9% |
| All | -22.0% | +76.0% | -98.0% | +16.9% |
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