+125.1%
TLT vs VICR
+2,655.4%
-2,530.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.5% |
| 7D | -3.1% | +8.3% | -11.4% | -2.8% |
| 30D | +1.0% | -35.2% | +36.2% | -0.1% |
| 3M | -2.7% | -29.8% | +27.1% | -3.4% |
| 6M | -4.1% | -48.6% | +44.4% | -5.4% |
| YTD | -5.4% | +45.1% | -50.5% | -2.4% |
| 1Y | -7.0% | +79.6% | -86.6% | -3.3% |
| 3Y | +2.8% | +335.4% | -332.6% | +12.5% |
| 5Y | -35.4% | -1.0% | -34.3% | -32.8% |
| 10Y | -13.1% | +993.1% | -1,006.2% | +8.4% |
| All | +125.1% | +2,655.4% | -2,530.3% | +227.4% |
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