+25.6%
QQQ vs VICR
+272.1%
-246.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.4% |
| 7D | +0.4% | +0.4% | -0.1% | +0.3% |
| 30D | +0.2% | -13.9% | +14.2% | +1.6% |
| 3M | -2.8% | -38.4% | +35.6% | +1.4% |
| 6M | +18.0% | -7.2% | +25.2% | +16.3% |
| YTD | +17.3% | +72.0% | -54.7% | +11.1% |
| 1Y | +25.6% | +263.3% | -237.7% | +12.9% |
| All | +25.6% | +272.1% | -246.5% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling