-70.6%
S vs VICR
+46.6%
-117.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +4.9% | +1.2% |
| 7D | -1.2% | +1.3% | -2.5% | -1.6% |
| 30D | -12.6% | -11.9% | -0.6% | -10.5% |
| 3M | +27.6% | -35.1% | +62.7% | +36.5% |
| 6M | +35.5% | +8.1% | +27.3% | +20.3% |
| YTD | +29.6% | +67.8% | -38.2% | -1.5% |
| 1Y | +8.1% | +267.3% | -259.2% | -37.5% |
| 3Y | +14.8% | +191.2% | -176.5% | -35.9% |
| 5Y | -70.6% | +48.1% | -118.6% | -78.8% |
| All | -70.6% | +46.6% | -117.2% | -78.8% |
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