+762.1%
SLB vs VICR
+10,716.6%
-9,954.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.8% | +1.6% |
| 7D | -1.2% | +5.7% | -6.8% | -2.2% |
| 30D | +4.5% | -35.2% | +39.7% | +9.9% |
| 3M | -4.6% | -20.3% | +15.7% | -3.7% |
| 6M | -6.3% | -46.3% | +40.0% | -2.2% |
| YTD | +35.0% | +53.4% | -18.4% | +18.4% |
| 1Y | +38.8% | +81.6% | -42.8% | +18.6% |
| 3Y | +3.3% | +360.5% | -357.3% | -27.2% |
| 5Y | +73.6% | +4.4% | +69.2% | +40.1% |
| 10Y | -14.2% | +1,055.3% | -1,069.5% | -54.6% |
| All | +762.1% | +10,716.6% | -9,954.5% | +236.2% |
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