+122.1%
QLD vs VICR
+53.8%
+68.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.9% |
| 7D | +3.0% | +9.8% | -6.9% | +0.1% |
| 30D | -1.8% | -12.6% | +10.8% | +1.3% |
| 3M | -1.8% | -29.7% | +27.9% | +6.3% |
| 6M | +36.9% | +18.8% | +18.1% | +22.5% |
| YTD | +28.7% | +76.4% | -47.7% | +0.4% |
| 1Y | +41.9% | +282.4% | -240.5% | -15.3% |
| 3Y | +184.2% | +206.2% | -22.0% | +65.7% |
| 5Y | +122.1% | +53.9% | +68.2% | +40.2% |
| All | +122.1% | +53.8% | +68.3% | +40.2% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling