+320.9%
TMUS vs VICR
+2,004.2%
-1,683.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.3% |
| 7D | -0.3% | +9.8% | -10.1% | -1.7% |
| 30D | +3.1% | -12.6% | +15.7% | +4.6% |
| 3M | +2.4% | -29.7% | +32.1% | +5.0% |
| 6M | -17.1% | +18.8% | -35.9% | -24.4% |
| YTD | -9.1% | +76.4% | -85.5% | -23.6% |
| 1Y | -23.6% | +282.4% | -306.0% | -45.1% |
| 3Y | +38.8% | +206.2% | -167.3% | -4.9% |
| 5Y | +43.0% | +53.9% | -10.9% | +0.9% |
| 10Y | +309.1% | +1,572.3% | -1,263.2% | +33.1% |
| All | +320.9% | +2,004.2% | -1,683.3% | +1.4% |
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