+68.3%
T vs VICR
+42.6%
+25.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.5% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | +4.3% | -15.6% | +19.9% | +4.1% |
| 3M | +11.6% | -35.4% | +46.9% | +11.0% |
| 6M | -5.6% | +1.3% | -6.9% | -5.9% |
| YTD | +6.6% | +62.5% | -55.9% | +6.2% |
| 1Y | -8.4% | +255.5% | -263.8% | -9.1% |
| 3Y | +107.8% | +182.0% | -74.2% | +106.2% |
| 5Y | +68.3% | +42.9% | +25.4% | +62.4% |
| All | +68.3% | +42.6% | +25.7% | +62.4% |
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 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