+317.5%
TMUS vs VICR
+1,679.8%
-1,362.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.2% | -8.2% | +2.3% |
| 7D | +0.4% | +5.0% | -4.5% | +0.2% |
| 30D | +3.5% | -12.5% | +16.0% | +4.1% |
| 3M | -1.3% | -33.6% | +32.3% | 0.0% |
| 6M | -13.6% | +10.7% | -24.3% | -16.6% |
| YTD | -8.8% | +80.6% | -89.3% | -15.8% |
| 1Y | -22.9% | +288.4% | -311.2% | -33.8% |
| 3Y | +36.7% | +213.8% | -177.1% | +14.9% |
| 5Y | +46.6% | +58.8% | -12.3% | +27.2% |
| All | +317.5% | +1,679.8% | -1,362.3% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling