+102.9%
T vs VICR
+187.3%
-84.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -2.0% |
| 7D | -3.1% | +1.3% | -4.3% | -3.0% |
| 30D | +4.6% | -11.9% | +16.5% | +4.1% |
| 3M | +12.2% | -35.1% | +47.4% | +10.7% |
| 6M | -6.5% | +8.1% | -14.6% | -5.6% |
| YTD | +4.9% | +67.8% | -62.9% | +7.6% |
| 1Y | -10.5% | +267.3% | -277.8% | -6.0% |
| All | +102.9% | +187.3% | -84.4% | +116.5% |
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