+131.2%
TLT vs VICR
+3,166.4%
-3,035.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | +0.4% |
| 7D | -0.4% | +0.4% | -0.9% | -0.4% |
| 30D | -0.6% | -13.9% | +13.4% | -1.0% |
| 3M | -2.7% | -38.4% | +35.7% | -3.9% |
| 6M | -5.6% | -7.2% | +1.6% | -5.0% |
| YTD | -2.8% | +72.0% | -74.8% | +0.3% |
| 1Y | -1.4% | +263.3% | -264.7% | +5.0% |
| 3Y | -1.6% | +173.3% | -174.8% | +5.0% |
| 5Y | -33.8% | +47.3% | -81.1% | -30.1% |
| 10Y | -21.1% | +1,495.2% | -1,516.3% | -0.2% |
| All | +131.2% | +3,166.4% | -3,035.2% | +236.7% |
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 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