-53.1%
TE vs VICR
+285.0%
-338.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.5% | -3.4% |
| 7D | +0.2% | +5.0% | -4.7% | -1.7% |
| 30D | -5.9% | -12.5% | +6.6% | -1.9% |
| 3M | -45.6% | -33.6% | -12.0% | -36.8% |
| 6M | -43.4% | +10.7% | -54.0% | -45.9% |
| YTD | -31.0% | +80.6% | -111.6% | -43.7% |
| 1Y | +145.2% | +288.4% | -143.2% | +53.0% |
| 3Y | -24.1% | +213.8% | -237.8% | -53.4% |
| 5Y | -48.1% | +58.8% | -107.0% | -67.8% |
| All | -53.1% | +285.0% | -338.0% | -71.1% |
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