-41.0%
TECH vs VICR
+1.5%
-42.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | +0.2% | +21.9% | -21.7% | -2.4% |
| 30D | +0.5% | -38.4% | +38.9% | +5.9% |
| 3M | +1.0% | -27.2% | +28.1% | +2.8% |
| 6M | +54.1% | -43.7% | +97.8% | +58.9% |
| YTD | +24.4% | +50.3% | -25.9% | +5.1% |
| 1Y | +19.3% | +74.6% | -55.2% | -2.0% |
| 3Y | +28.5% | +351.2% | -322.7% | -16.9% |
| 5Y | -41.0% | +2.5% | -43.4% | -57.5% |
| All | -41.0% | +1.5% | -42.4% | -57.5% |
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