+293.7%
TPR vs VICR
+201.6%
+92.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.3% | -4.1% |
| 7D | -3.4% | +9.8% | -13.2% | -4.6% |
| 30D | -27.3% | -12.6% | -14.7% | -26.4% |
| 3M | -16.2% | -29.7% | +13.5% | -13.8% |
| 6M | -17.9% | +18.8% | -36.7% | -24.0% |
| YTD | -7.1% | +76.4% | -83.5% | -19.9% |
| 1Y | +13.6% | +282.4% | -268.7% | -15.1% |
| 3Y | +293.7% | +206.2% | +87.6% | +179.7% |
| All | +293.7% | +201.6% | +92.1% | +179.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling