+139.4%
QLD vs VICR
+262.0%
-122.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.7% | -6.2% | +0.2% |
| 7D | -10.3% | -23.1% | +12.9% | -4.2% |
| 30D | -26.1% | -48.1% | +22.0% | -13.4% |
| 3M | -17.8% | -32.8% | +15.1% | -11.5% |
| 6M | -15.6% | -47.6% | +32.0% | -5.8% |
| YTD | +5.4% | +34.0% | -28.6% | -11.1% |
| 1Y | +5.2% | +65.0% | -59.8% | -16.3% |
| 3Y | +139.4% | +277.1% | -137.6% | +36.8% |
| All | +139.4% | +262.0% | -122.6% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling