-66.3%
SE vs VICR
+46.6%
-112.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -3.2% |
| 7D | -3.6% | +1.3% | -4.9% | -3.9% |
| 30D | -5.3% | -11.9% | +6.6% | -3.7% |
| 3M | +28.1% | -35.1% | +63.2% | +34.8% |
| 6M | +20.7% | +8.1% | +12.5% | +10.4% |
| YTD | -14.8% | +67.8% | -82.5% | -30.3% |
| 1Y | -43.6% | +267.3% | -310.9% | -62.5% |
| 3Y | +184.2% | +191.2% | -7.0% | +84.0% |
| 5Y | -66.3% | +48.1% | -114.4% | -77.5% |
| All | -66.3% | +46.6% | -112.9% | -77.5% |
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 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