-23.8%
QS vs VICR
+209.3%
-233.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.2% | -9.2% | -1.1% |
| 7D | -3.6% | +5.0% | -8.6% | -5.0% |
| 30D | -17.2% | -12.5% | -4.8% | -14.8% |
| 3M | -27.0% | -33.6% | +6.6% | -20.3% |
| 6M | -24.6% | +10.7% | -35.2% | -29.0% |
| YTD | -49.3% | +80.6% | -129.9% | -58.0% |
| 1Y | -40.3% | +288.4% | -328.7% | -60.5% |
| 3Y | -23.8% | +213.8% | -237.6% | -49.9% |
| All | -23.8% | +209.3% | -233.1% | -49.9% |
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 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