+77.7%
SPY vs VICR
+336.6%
-258.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.1% | -0.1% |
| 7D | +2.6% | +8.3% | -5.7% | +1.8% |
| 30D | -2.0% | -35.2% | +33.2% | +1.1% |
| 3M | -2.8% | -29.8% | +27.0% | -1.1% |
| 6M | +2.1% | -48.6% | +50.7% | +5.5% |
| YTD | +11.5% | +45.1% | -33.6% | +1.9% |
| 1Y | +13.5% | +79.6% | -66.1% | +1.3% |
| 3Y | +77.7% | +335.4% | -257.7% | +37.0% |
| All | +77.7% | +336.6% | -258.9% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling