+172.7%
SLV vs VICR
+46.6%
+126.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.2% | +2.8% |
| 7D | +2.8% | +1.3% | +1.5% | +2.6% |
| 30D | +2.2% | -11.9% | +14.1% | +3.2% |
| 3M | +2.9% | -35.1% | +38.0% | +6.3% |
| 6M | -22.4% | +8.1% | -30.6% | -24.2% |
| YTD | -5.7% | +67.8% | -73.5% | -10.9% |
| 1Y | +63.3% | +267.3% | -204.0% | +46.6% |
| 3Y | +189.0% | +191.2% | -2.2% | +155.1% |
| 5Y | +172.7% | +48.1% | +124.6% | +146.1% |
| All | +172.7% | +46.6% | +126.1% | +146.1% |
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