-37.1%
RUN vs VICR
+178.2%
-215.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.2% | -1.1% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -14.0% | -15.6% | +1.6% | -10.7% |
| 3M | -27.5% | -35.4% | +7.9% | -20.8% |
| 6M | -29.0% | +1.3% | -30.3% | -34.7% |
| YTD | -53.1% | +62.5% | -115.6% | -63.5% |
| 1Y | -46.7% | +255.5% | -302.2% | -69.1% |
| All | -37.1% | +178.2% | -215.3% | -66.8% |
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 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