+16.6%
STZ vs VICR
+77.4%
-60.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | -0.1% |
| 7D | +5.3% | -9.7% | +15.0% | +4.8% |
| 30D | +19.6% | -39.2% | +58.8% | +17.0% |
| 3M | +10.0% | -22.6% | +32.5% | +8.8% |
| 6M | -0.3% | -37.0% | +36.7% | -2.2% |
| YTD | +8.6% | +47.5% | -39.0% | -1.5% |
| 1Y | +16.6% | +75.0% | -58.4% | +5.4% |
| All | +16.6% | +77.4% | -60.8% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling