+146.0%
QLD vs VICR
+336.6%
-190.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +1.0% | -1.5% |
| 7D | +7.0% | +8.3% | -1.3% | +4.8% |
| 30D | -14.3% | -35.2% | +20.9% | -5.1% |
| 3M | -16.0% | -29.8% | +13.8% | -10.5% |
| 6M | -14.2% | -48.6% | +34.3% | -3.2% |
| YTD | +12.8% | +45.1% | -32.4% | -6.9% |
| 1Y | +14.1% | +79.6% | -65.5% | -11.3% |
| 3Y | +146.0% | +335.4% | -189.4% | +35.4% |
| All | +146.0% | +336.6% | -190.6% | +35.4% |
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 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