-41.8%
TECH vs VICR
+46.6%
-88.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.6% |
| 7D | -0.1% | +1.3% | -1.3% | -0.3% |
| 30D | +0.3% | -11.9% | +12.2% | +1.7% |
| 3M | +32.9% | -35.1% | +68.1% | +38.8% |
| 6M | +32.1% | +8.1% | +23.9% | +22.7% |
| YTD | +23.4% | +67.8% | -44.4% | +4.9% |
| 1Y | +34.1% | +267.3% | -233.2% | -2.5% |
| 3Y | +2.2% | +191.2% | -189.0% | -27.8% |
| 5Y | -41.8% | +48.1% | -89.9% | -57.4% |
| All | -41.8% | +46.6% | -88.4% | -57.4% |
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