-34.9%
TLT vs VICR
+46.6%
-81.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.5% |
| 7D | -0.3% | +1.3% | -1.5% | -0.3% |
| 30D | 0.0% | -11.9% | +11.9% | +0.1% |
| 3M | -2.9% | -35.1% | +32.3% | -2.4% |
| 6M | -6.3% | +8.1% | -14.4% | -6.9% |
| YTD | -3.3% | +67.8% | -71.1% | -4.8% |
| 1Y | -4.2% | +267.3% | -271.5% | -7.2% |
| 3Y | -1.7% | +191.2% | -192.9% | -5.3% |
| 5Y | -34.9% | +48.1% | -83.0% | -38.2% |
| All | -34.9% | +46.6% | -81.5% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling