+199.8%
TER vs VICR
+272.1%
-72.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.5% | 0.0% | +2.9% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -8.3% | -13.9% | +5.6% | -1.8% |
| 3M | -12.2% | -38.4% | +26.2% | +9.5% |
| 6M | +17.0% | -7.2% | +24.2% | +20.6% |
| YTD | +84.6% | +72.0% | +12.6% | +61.7% |
| 1Y | +199.8% | +263.3% | -63.5% | +112.6% |
| All | +199.8% | +272.1% | -72.3% | +112.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling