+2,076.6%
T vs VICR
+12,032.4%
-9,955.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -2.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | +11.4% | -13.9% | +25.3% | +12.2% |
| 3M | +14.3% | -38.4% | +52.7% | +16.8% |
| 6M | -9.3% | -7.2% | -2.1% | -11.1% |
| YTD | +7.1% | +72.0% | -64.9% | -0.3% |
| 1Y | -9.1% | +263.3% | -272.4% | -20.7% |
| 3Y | +105.3% | +173.3% | -67.9% | +76.8% |
| 5Y | +66.8% | +47.3% | +19.5% | +44.6% |
| 10Y | +66.8% | +1,495.2% | -1,428.4% | +11.3% |
| All | +2,076.6% | +12,032.4% | -9,955.9% | +936.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling