+191.2%
TER vs VICR
+336.6%
-145.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -3.9% |
| 7D | +14.4% | +8.3% | +6.1% | +10.9% |
| 30D | -30.6% | -35.2% | +4.6% | -17.5% |
| 3M | -39.2% | -29.8% | -9.4% | -31.0% |
| 6M | -31.3% | -48.6% | +17.3% | -12.3% |
| YTD | +29.1% | +45.1% | -16.0% | +13.2% |
| 1Y | +47.4% | +79.6% | -32.1% | +20.8% |
| 3Y | +191.2% | +335.4% | -144.2% | +51.7% |
| All | +191.2% | +336.6% | -145.4% | +51.7% |
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