+52.8%
TMUS vs VICR
+7.1%
+45.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.1% | +1.9% |
| 7D | +8.2% | +5.7% | +2.5% | +8.3% |
| 30D | +13.4% | -35.2% | +48.6% | +12.7% |
| 3M | -3.0% | -20.3% | +17.2% | -3.2% |
| 6M | -8.8% | -46.3% | +37.5% | -9.0% |
| YTD | -13.8% | +53.4% | -67.2% | -15.7% |
| 1Y | -17.1% | +81.6% | -98.6% | -19.2% |
| 3Y | +22.7% | +360.5% | -337.9% | +13.6% |
| 5Y | +52.8% | +4.4% | +48.4% | +48.7% |
| All | +52.8% | +7.1% | +45.8% | +48.7% |
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 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