-2.6%
SLB vs VICR
+1,508.7%
-1,511.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.6% |
| 7D | -1.9% | +1.3% | -3.1% | -2.1% |
| 30D | +7.8% | -11.9% | +19.7% | +9.3% |
| 3M | +2.7% | -35.1% | +37.8% | +7.1% |
| 6M | +22.2% | +8.1% | +14.0% | +15.2% |
| YTD | +51.1% | +67.8% | -16.7% | +31.9% |
| 1Y | +63.3% | +267.3% | -204.0% | +25.0% |
| 3Y | +2.4% | +191.2% | -188.8% | -23.3% |
| 5Y | +139.3% | +48.1% | +91.3% | +85.9% |
| 10Y | -2.6% | +1,546.1% | -1,548.7% | -53.4% |
| All | -2.6% | +1,508.7% | -1,511.3% | -53.4% |
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