+7,956.4%
QLD vs VICR
+1,054.9%
+6,901.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.3% | -4.5% | +2.5% |
| 7D | -1.4% | -6.5% | +5.1% | +0.7% |
| 30D | -19.6% | -38.5% | +19.0% | -5.0% |
| 3M | -14.1% | -26.1% | +11.9% | -8.5% |
| 6M | -13.6% | -36.2% | +22.6% | -7.7% |
| YTD | +12.5% | +49.2% | -36.6% | -18.4% |
| 1Y | +13.1% | +87.0% | -73.9% | -25.2% |
| 3Y | +154.7% | +350.4% | -195.7% | +0.3% |
| 5Y | +81.1% | +3.7% | +77.4% | +9.9% |
| 10Y | +1,418.0% | +1,084.9% | +333.1% | +175.6% |
| All | +7,956.4% | +1,054.9% | +6,901.5% | +765.5% |
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 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