+312.1%
ROST vs VICR
+1,679.8%
-1,367.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.2% | -8.8% | +1.0% |
| 7D | +0.2% | +5.0% | -4.7% | -0.4% |
| 30D | -6.9% | -12.5% | +5.6% | -5.8% |
| 3M | -3.3% | -33.6% | +30.3% | -0.2% |
| 6M | +9.0% | +10.7% | -1.6% | +2.7% |
| YTD | +28.9% | +80.6% | -51.7% | +12.2% |
| 1Y | +54.0% | +288.4% | -234.4% | +18.4% |
| 3Y | +100.7% | +213.8% | -113.1% | +50.1% |
| 5Y | +116.0% | +58.8% | +57.2% | +68.0% |
| All | +312.1% | +1,679.8% | -1,367.7% | +124.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling