+89,407.7%
TECH vs VICR
+10,421.2%
+78,986.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.3% | -11.3% | -1.6% |
| 7D | +0.2% | -6.5% | +6.8% | +0.7% |
| 30D | +0.5% | -38.5% | +39.1% | +6.6% |
| 3M | +0.9% | -26.1% | +26.9% | +2.7% |
| 6M | +51.0% | -36.2% | +87.3% | +52.6% |
| YTD | +24.4% | +49.2% | -24.8% | +7.4% |
| 1Y | +27.6% | +87.0% | -59.4% | +6.1% |
| 3Y | +29.9% | +350.4% | -320.5% | -11.1% |
| 5Y | -40.6% | +3.7% | -44.3% | -52.7% |
| 10Y | +196.7% | +1,084.9% | -888.1% | +51.6% |
| All | +89,407.7% | +10,421.2% | +78,986.5% | +31,578.2% |
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