+42.2%
TECH vs VICR
+253.2%
-211.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | -0.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | 0.0% | -15.6% | +15.6% | +0.6% |
| 3M | +37.4% | -35.4% | +72.8% | +39.1% |
| 6M | +36.9% | +1.3% | +35.6% | +30.1% |
| YTD | +23.1% | +62.5% | -39.4% | +9.9% |
| 1Y | +42.2% | +255.5% | -213.2% | +16.1% |
| All | +42.2% | +253.2% | -211.0% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling