+16,250.7%
TER vs VICR
+12,032.4%
+4,218.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.5% | 0.0% | +3.8% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -8.3% | -13.9% | +5.7% | -4.0% |
| 3M | -12.2% | -38.4% | +26.2% | +2.1% |
| 6M | +17.1% | -7.2% | +24.3% | +18.3% |
| YTD | +84.7% | +72.0% | +12.6% | +55.1% |
| 1Y | +199.9% | +263.3% | -63.4% | +98.7% |
| 3Y | +232.8% | +173.3% | +59.5% | +120.4% |
| 5Y | +198.6% | +47.3% | +151.3% | +109.2% |
| 10Y | +1,669.7% | +1,495.2% | +174.6% | +457.1% |
| All | +16,250.7% | +12,032.4% | +4,218.3% | +2,459.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling