-81.0%
QID vs VICR
+57.6%
-138.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.2% | -12.9% | +1.4% |
| 7D | +1.3% | +5.0% | -3.7% | +2.9% |
| 30D | +2.9% | -12.5% | +15.4% | -0.1% |
| 3M | -0.7% | -33.6% | +32.9% | -7.9% |
| 6M | -29.7% | +10.7% | -40.3% | -19.7% |
| YTD | -27.9% | +80.6% | -108.4% | -2.7% |
| 1Y | -34.6% | +288.4% | -322.9% | +14.6% |
| 3Y | -73.5% | +213.8% | -287.3% | -48.6% |
| All | -81.0% | +57.6% | -138.7% | -60.4% |
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