+39.2%
S vs VICR
+76.0%
-36.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -11.1% | +12.8% | +1.9% |
| 7D | -8.2% | -26.6% | +18.4% | -7.5% |
| 30D | -7.6% | -47.9% | +40.3% | -7.2% |
| 3M | +12.0% | -29.8% | +41.7% | +12.9% |
| 6M | +50.6% | -36.6% | +87.2% | +51.8% |
| YTD | +56.6% | +45.1% | +11.5% | +47.4% |
| 1Y | +39.2% | +80.0% | -40.8% | +25.8% |
| All | +39.2% | +76.0% | -36.7% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling