+558.6%
QQQ vs VICR
+1,679.8%
-1,121.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | -1.0% |
| 7D | -0.6% | +5.0% | -5.5% | -1.5% |
| 30D | -1.2% | -12.5% | +11.3% | +0.5% |
| 3M | -0.2% | -33.6% | +33.4% | +5.1% |
| 6M | +17.9% | +10.7% | +7.2% | +10.9% |
| YTD | +16.6% | +80.6% | -63.9% | -0.6% |
| 1Y | +23.0% | +288.4% | -265.4% | -10.3% |
| 3Y | +92.9% | +213.8% | -120.8% | +36.8% |
| 5Y | +95.6% | +58.8% | +36.8% | +45.2% |
| All | +558.6% | +1,679.8% | -1,121.2% | +210.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling