+1,571.6%
RF vs VICR
+9,351.1%
-7,779.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.9% |
| 7D | -0.9% | -23.1% | +22.2% | +3.3% |
| 30D | +6.0% | -48.1% | +54.1% | +17.3% |
| 3M | -8.9% | -32.8% | +23.9% | -5.4% |
| 6M | +2.3% | -47.6% | +49.9% | +7.1% |
| YTD | +7.6% | +34.0% | -26.5% | -8.3% |
| 1Y | +21.2% | +65.0% | -43.8% | -1.0% |
| 3Y | +108.5% | +277.1% | -168.6% | +34.0% |
| 5Y | +43.2% | -5.3% | +48.5% | +8.8% |
| 10Y | +288.1% | +1,075.0% | -787.0% | +64.4% |
| All | +1,571.6% | +9,351.1% | -7,779.6% | +391.4% |
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 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