+69,292.2%
ROST vs VICR
+12,339.4%
+56,952.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | +0.2% | +9.8% | -9.6% | -1.0% |
| 30D | -10.0% | -12.6% | +2.6% | -8.8% |
| 3M | +1.2% | -29.7% | +30.9% | +4.0% |
| 6M | +8.9% | +18.8% | -9.9% | +1.8% |
| YTD | +28.1% | +76.4% | -48.3% | +12.2% |
| 1Y | +53.0% | +282.4% | -229.4% | +18.7% |
| 3Y | +97.9% | +206.2% | -108.3% | +49.7% |
| 5Y | +112.0% | +53.9% | +58.1% | +65.3% |
| 10Y | +303.0% | +1,572.3% | -1,269.4% | +110.0% |
| All | +69,292.2% | +12,339.4% | +56,952.8% | +17,575.8% |
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