+9,127.5%
QLD vs VICR
+1,231.8%
+7,895.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.1% | -1.8% |
| 7D | +0.6% | +0.4% | +0.1% | +0.2% |
| 30D | -0.1% | -13.9% | +13.8% | +4.7% |
| 3M | -8.4% | -38.4% | +30.0% | +6.7% |
| 6M | +32.2% | -7.2% | +39.4% | +23.7% |
| YTD | +28.9% | +72.0% | -43.1% | -7.7% |
| 1Y | +43.8% | +263.3% | -219.5% | -26.9% |
| 3Y | +176.6% | +173.3% | +3.3% | +37.6% |
| 5Y | +121.6% | +47.3% | +74.3% | +20.6% |
| 10Y | +1,652.9% | +1,495.2% | +157.7% | +192.0% |
| All | +9,127.5% | +1,231.8% | +7,895.7% | +879.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling