+292.2%
TER vs VICR
+187.3%
+104.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +5.1% |
| 7D | +12.4% | +1.3% | +11.1% | +11.7% |
| 30D | +5.1% | -11.9% | +17.1% | +10.5% |
| 3M | +4.0% | -35.1% | +39.1% | +23.5% |
| 6M | +29.5% | +8.1% | +21.4% | +26.3% |
| YTD | +98.5% | +67.8% | +30.7% | +67.8% |
| 1Y | +234.1% | +267.3% | -33.2% | +117.4% |
| All | +292.2% | +187.3% | +104.8% | +143.4% |
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