-47.8%
S vs VICR
+51.8%
-99.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.4% |
| 7D | +2.0% | +8.3% | -6.3% | +0.2% |
| 30D | -2.7% | -35.2% | +32.5% | +5.8% |
| 3M | -6.9% | -29.8% | +22.9% | -2.3% |
| 6M | +38.1% | -48.6% | +86.6% | +49.3% |
| YTD | +48.0% | +45.1% | +2.9% | +12.8% |
| 1Y | +34.5% | +79.6% | -45.1% | -4.2% |
| 3Y | +38.3% | +335.4% | -297.1% | -35.6% |
| 5Y | -70.9% | -1.0% | -69.9% | -77.5% |
| All | -47.8% | +51.8% | -99.6% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling