+82.0%
SPY vs VICR
+42.6%
+39.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | -1.7% | -15.6% | +13.9% | -0.3% |
| 3M | +4.7% | -35.4% | +40.1% | +8.1% |
| 6M | +12.5% | +1.3% | +11.2% | +8.9% |
| YTD | +11.7% | +62.5% | -50.7% | +2.0% |
| 1Y | +17.5% | +255.5% | -238.0% | -2.8% |
| 3Y | +76.6% | +182.0% | -105.4% | +43.7% |
| 5Y | +82.0% | +42.9% | +39.1% | +48.3% |
| All | +82.0% | +42.6% | +39.4% | +48.3% |
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