-40.6%
TECH vs VICR
-1.1%
-39.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.5% |
| 7D | +0.1% | +8.3% | -8.1% | -1.0% |
| 30D | +0.5% | -35.2% | +35.7% | +5.2% |
| 3M | +1.1% | -29.8% | +30.9% | +3.5% |
| 6M | +62.8% | -48.6% | +111.4% | +70.3% |
| YTD | +24.5% | +45.1% | -20.7% | +5.6% |
| 1Y | +20.6% | +79.6% | -58.9% | -1.5% |
| 3Y | +29.5% | +335.4% | -305.9% | -15.9% |
| All | -40.6% | -1.1% | -39.5% | -57.1% |
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 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