+15.1%
STZ vs VICR
+1,039.7%
-1,024.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -4.9% | -1.2% |
| 7D | -0.9% | +5.7% | -6.6% | -1.3% |
| 30D | +14.9% | -35.2% | +50.1% | +17.1% |
| 3M | +8.4% | -20.3% | +28.7% | +8.3% |
| 6M | +2.8% | -46.3% | +49.1% | +4.2% |
| YTD | +7.5% | +53.4% | -45.8% | -1.5% |
| 1Y | +12.5% | +81.6% | -69.0% | +1.5% |
| 3Y | -35.4% | +360.5% | -396.0% | -48.8% |
| 5Y | -29.3% | +4.4% | -33.7% | -37.1% |
| All | +15.1% | +1,039.7% | -1,024.5% | -25.4% |
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