+41.9%
TMUS vs VICR
+46.6%
-4.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -2.4% |
| 7D | -5.3% | +1.3% | -6.6% | -5.3% |
| 30D | +0.1% | -11.9% | +12.0% | 0.0% |
| 3M | -0.6% | -35.1% | +34.5% | -0.8% |
| 6M | -17.5% | +8.1% | -25.7% | -18.4% |
| YTD | -11.3% | +67.8% | -79.0% | -13.2% |
| 1Y | -25.4% | +267.3% | -292.7% | -28.8% |
| 3Y | +35.5% | +191.2% | -155.7% | +28.7% |
| 5Y | +41.9% | +48.1% | -6.2% | +36.7% |
| All | +41.9% | +46.6% | -4.7% | +36.7% |
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