+1,646.5%
QLD vs VICR
+1,568.0%
+78.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.0% |
| 7D | +3.0% | +9.8% | -6.9% | -0.4% |
| 30D | -1.8% | -12.6% | +10.8% | +1.9% |
| 3M | -1.8% | -29.7% | +27.9% | +7.5% |
| 6M | +36.9% | +18.8% | +18.1% | +19.3% |
| YTD | +28.7% | +76.4% | -47.7% | -4.9% |
| 1Y | +41.9% | +282.4% | -240.5% | -23.6% |
| 3Y | +184.2% | +206.2% | -22.0% | +47.4% |
| 5Y | +122.1% | +53.9% | +68.2% | +30.4% |
| 10Y | +1,646.5% | +1,572.3% | +74.2% | +322.0% |
| All | +1,646.5% | +1,568.0% | +78.5% | +322.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling