-53.2%
S vs VICR
+80.0%
-133.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.9% |
| 7D | -7.7% | +0.4% | -8.1% | -7.8% |
| 30D | -5.3% | -13.9% | +8.6% | -2.6% |
| 3M | +20.3% | -38.4% | +58.7% | +30.3% |
| 6M | +47.4% | -7.2% | +54.6% | +35.9% |
| YTD | +32.5% | +72.0% | -39.5% | 0.0% |
| 1Y | +9.5% | +263.3% | -253.8% | -36.5% |
| 3Y | +15.5% | +173.3% | -157.7% | -34.0% |
| 5Y | -71.2% | +47.3% | -118.5% | -79.9% |
| All | -53.2% | +80.0% | -133.2% | -70.3% |
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