+95.7%
QQQ vs VICR
+57.6%
+38.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | -0.7% |
| 7D | -0.6% | +5.0% | -5.5% | -1.4% |
| 30D | -1.2% | -12.5% | +11.3% | +0.3% |
| 3M | -0.2% | -33.6% | +33.4% | +4.3% |
| 6M | +17.9% | +10.7% | +7.2% | +12.1% |
| YTD | +16.6% | +80.6% | -63.9% | +2.0% |
| 1Y | +23.0% | +288.4% | -265.4% | -5.7% |
| 3Y | +92.9% | +213.8% | -120.8% | +44.7% |
| All | +95.7% | +57.6% | +38.1% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling