+306.7%
TPR vs VICR
+1,508.7%
-1,202.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.3% |
| 7D | -7.3% | +1.3% | -8.6% | -7.6% |
| 30D | -30.7% | -11.9% | -18.8% | -29.5% |
| 3M | -21.6% | -35.1% | +13.5% | -16.9% |
| 6M | -21.3% | +8.1% | -29.5% | -27.8% |
| YTD | -10.2% | +67.8% | -77.9% | -26.3% |
| 1Y | +9.5% | +267.3% | -257.8% | -26.3% |
| 3Y | +280.8% | +191.2% | +89.6% | +148.4% |
| 5Y | +218.7% | +48.1% | +170.6% | +121.3% |
| 10Y | +306.7% | +1,546.1% | -1,239.4% | +55.0% |
| All | +306.7% | +1,508.7% | -1,202.0% | +55.0% |
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