+252.8%
SPOT vs VICR
+588.4%
-335.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | -1.0% |
| 7D | -3.1% | +5.0% | -8.0% | -4.0% |
| 30D | +7.4% | -12.5% | +19.9% | +8.9% |
| 3M | +8.2% | -33.6% | +41.8% | +12.5% |
| 6M | +2.2% | +10.7% | -8.5% | -6.7% |
| YTD | -9.5% | +80.6% | -90.0% | -26.5% |
| 1Y | -23.8% | +288.4% | -312.2% | -48.6% |
| 3Y | +233.5% | +213.8% | +19.7% | +116.1% |
| 5Y | +112.2% | +58.8% | +53.4% | +46.8% |
| All | +252.8% | +588.4% | -335.6% | +91.1% |
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 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