+122.5%
QLD vs VICR
+50.0%
+72.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.1% | -1.3% |
| 7D | +0.6% | +0.4% | +0.1% | +0.3% |
| 30D | -0.1% | -13.9% | +13.8% | +3.6% |
| 3M | -8.4% | -38.4% | +30.0% | +3.1% |
| 6M | +32.2% | -7.2% | +39.4% | +26.8% |
| YTD | +28.9% | +72.0% | -43.1% | +1.3% |
| 1Y | +43.8% | +263.3% | -219.5% | -12.8% |
| 3Y | +176.6% | +173.3% | +3.3% | +67.3% |
| All | +122.5% | +50.0% | +72.5% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling