+92.9%
QQQ vs VICR
+209.3%
-116.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | -0.6% |
| 7D | -0.6% | +5.0% | -5.5% | -1.3% |
| 30D | -1.2% | -12.5% | +11.3% | +0.1% |
| 3M | -0.2% | -33.6% | +33.4% | +3.9% |
| 6M | +17.9% | +10.7% | +7.2% | +12.8% |
| YTD | +16.6% | +80.6% | -63.9% | +3.8% |
| 1Y | +23.0% | +288.4% | -265.4% | -2.8% |
| 3Y | +92.9% | +213.8% | -120.8% | +52.4% |
| All | +92.9% | +209.3% | -116.3% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling