-14.4%
RUN vs VICR
+1,750.0%
-1,764.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.9% |
| 7D | +10.2% | +9.8% | +0.3% | +6.7% |
| 30D | -9.6% | -12.6% | +3.0% | -6.3% |
| 3M | -31.5% | -29.7% | -1.8% | -25.8% |
| 6M | -18.7% | +18.8% | -37.5% | -30.2% |
| YTD | -49.9% | +76.4% | -126.3% | -63.8% |
| 1Y | -45.5% | +282.4% | -327.9% | -71.4% |
| 3Y | -34.1% | +206.2% | -240.3% | -67.0% |
| 5Y | -79.4% | +53.9% | -133.3% | -88.3% |
| 10Y | +48.9% | +1,572.3% | -1,523.4% | -52.5% |
| All | -14.4% | +1,750.0% | -1,764.3% | -74.8% |
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