+1.1%
STZ vs VICR
+1,052.0%
-1,050.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.7% | -10.5% | -2.2% |
| 7D | +4.9% | -23.1% | +28.0% | +6.1% |
| 30D | +20.9% | -48.1% | +68.9% | +24.6% |
| 3M | +8.0% | -32.8% | +40.8% | +8.9% |
| 6M | -5.3% | -47.6% | +42.3% | -4.4% |
| YTD | +5.9% | +34.0% | -28.1% | -2.1% |
| 1Y | +14.2% | +65.0% | -50.8% | +3.6% |
| 3Y | -37.0% | +277.1% | -314.1% | -49.2% |
| 5Y | -29.7% | -5.3% | -24.4% | -37.3% |
| All | +1.1% | +1,052.0% | -1,050.9% | -29.4% |
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