+1,564.8%
QQQ vs VICR
+1,634.4%
-69.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.7% |
| 7D | +1.0% | +1.3% | -0.3% | +0.7% |
| 30D | -0.6% | -11.9% | +11.3% | +1.4% |
| 3M | +1.3% | -35.1% | +36.4% | +8.3% |
| 6M | +18.1% | +8.1% | +10.0% | +10.3% |
| YTD | +16.9% | +67.8% | -50.9% | -1.8% |
| 1Y | +24.0% | +267.3% | -243.3% | -13.5% |
| 3Y | +95.6% | +191.2% | -95.6% | +32.3% |
| 5Y | +94.5% | +48.1% | +46.4% | +37.4% |
| 10Y | +571.7% | +1,546.1% | -974.4% | +146.7% |
| All | +1,564.8% | +1,634.4% | -69.6% | +353.3% |
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 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