+10.0%
S vs VICR
+187.3%
-177.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +4.9% | +0.7% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | -12.6% | -11.9% | -0.6% | -11.3% |
| 3M | +27.6% | -35.1% | +62.7% | +32.7% |
| 6M | +35.5% | +8.1% | +27.3% | +25.1% |
| YTD | +29.6% | +67.8% | -38.2% | +7.1% |
| 1Y | +8.1% | +267.3% | -259.2% | -27.3% |
| All | +10.0% | +187.3% | -177.3% | -26.1% |
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