-0.5%
TENB vs VICR
+238.9%
-239.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +11.2% | -17.1% | -8.4% |
| 7D | -12.1% | +5.0% | -17.1% | -13.3% |
| 30D | -18.6% | -12.5% | -6.1% | -17.0% |
| 3M | +12.1% | -33.6% | +45.7% | +19.2% |
| 6M | +46.8% | +10.7% | +36.1% | +32.3% |
| YTD | +28.0% | +80.6% | -52.6% | -0.5% |
| 1Y | -1.4% | +288.4% | -289.8% | -39.1% |
| 3Y | -33.9% | +213.8% | -247.7% | -61.2% |
| 5Y | -34.6% | +58.8% | -93.5% | -57.7% |
| All | -0.5% | +238.9% | -239.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling