-100.0%
QID vs VICR
+1,270.7%
-1,370.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +1.3% |
| 7D | -2.7% | +9.8% | -12.6% | +0.9% |
| 30D | +1.8% | -12.6% | +14.4% | -2.4% |
| 3M | -2.2% | -29.7% | +27.5% | -9.7% |
| 6M | -32.1% | +18.8% | -51.0% | -17.8% |
| YTD | -28.6% | +76.4% | -105.0% | +3.6% |
| 1Y | -36.3% | +282.4% | -318.7% | +29.8% |
| 3Y | -74.4% | +206.2% | -280.6% | -41.5% |
| 5Y | -80.8% | +53.9% | -134.7% | -56.0% |
| 10Y | -99.1% | +1,572.3% | -1,671.4% | -91.2% |
| All | -100.0% | +1,270.7% | -1,370.6% | -99.5% |
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