-81.4%
RUN vs VICR
+57.6%
-139.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.2% | -12.0% | -4.3% |
| 7D | -3.7% | +5.0% | -8.7% | -5.4% |
| 30D | -13.0% | -12.5% | -0.5% | -10.1% |
| 3M | -31.8% | -33.6% | +1.8% | -25.1% |
| 6M | -32.2% | +10.7% | -42.9% | -40.2% |
| YTD | -53.5% | +80.6% | -134.1% | -66.4% |
| 1Y | -46.5% | +288.4% | -334.9% | -71.8% |
| 3Y | -37.6% | +213.8% | -251.4% | -69.3% |
| All | -81.4% | +57.6% | -139.0% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling