+1,608.2%
RF vs VICR
+10,421.2%
-8,813.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.3% | -9.1% | +0.2% |
| 7D | -0.1% | -6.5% | +6.4% | +0.5% |
| 30D | +7.0% | -38.5% | +45.6% | +14.9% |
| 3M | -7.0% | -26.1% | +19.1% | -5.1% |
| 6M | +6.8% | -36.2% | +43.0% | +7.7% |
| YTD | +9.9% | +49.2% | -39.3% | -8.2% |
| 1Y | +21.1% | +87.0% | -65.9% | -3.3% |
| 3Y | +119.6% | +350.4% | -230.8% | +36.4% |
| 5Y | +46.2% | +3.7% | +42.5% | +9.2% |
| 10Y | +261.5% | +1,084.9% | -823.3% | +52.9% |
| All | +1,608.2% | +10,421.2% | -8,813.0% | +392.1% |
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