+88,916.1%
TECH vs VICR
+12,032.4%
+76,883.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.9% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.7% | -13.9% | +14.6% | +2.6% |
| 3M | +36.3% | -38.4% | +74.8% | +43.8% |
| 6M | +25.6% | -7.2% | +32.8% | +20.7% |
| YTD | +23.7% | +72.0% | -48.3% | +7.0% |
| 1Y | +37.6% | +263.3% | -225.7% | +4.3% |
| 3Y | -6.6% | +173.3% | -179.8% | -29.6% |
| 5Y | -42.2% | +47.3% | -89.5% | -55.4% |
| 10Y | +187.6% | +1,495.2% | -1,307.6% | +43.6% |
| All | +88,916.1% | +12,032.4% | +76,883.7% | +31,468.6% |
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