-33.9%
TENB vs VICR
+209.3%
-243.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +11.2% | -17.1% | -7.0% |
| 7D | -12.1% | +5.0% | -17.1% | -12.6% |
| 30D | -18.6% | -12.5% | -6.1% | -17.9% |
| 3M | +12.1% | -33.6% | +45.7% | +15.0% |
| 6M | +46.8% | +10.7% | +36.1% | +40.7% |
| YTD | +28.0% | +80.6% | -52.6% | +13.9% |
| 1Y | -1.4% | +288.4% | -289.8% | -22.4% |
| 3Y | -33.9% | +213.8% | -247.7% | -47.5% |
| All | -33.9% | +209.3% | -243.2% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling