-50.0%
TE vs VICR
+257.7%
-307.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -1.2% |
| 7D | +15.0% | +1.3% | +13.7% | +14.4% |
| 30D | -7.5% | -11.9% | +4.4% | -4.0% |
| 3M | -42.0% | -35.1% | -6.8% | -31.7% |
| 6M | -31.4% | +8.1% | -39.6% | -33.7% |
| YTD | -26.5% | +67.8% | -94.3% | -38.3% |
| 1Y | +153.1% | +267.3% | -114.2% | +61.6% |
| 3Y | -20.7% | +191.2% | -211.9% | -49.9% |
| 5Y | -45.4% | +48.1% | -93.5% | -65.1% |
| All | -50.0% | +257.7% | -307.7% | -68.3% |
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