+239.1%
TPR vs VICR
+53.8%
+185.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.3% | -4.1% |
| 7D | -3.4% | +9.8% | -13.2% | -4.8% |
| 30D | -27.3% | -12.6% | -14.7% | -26.2% |
| 3M | -16.2% | -29.7% | +13.5% | -13.4% |
| 6M | -17.9% | +18.8% | -36.7% | -24.4% |
| YTD | -7.1% | +76.4% | -83.5% | -21.0% |
| 1Y | +13.6% | +282.4% | -268.7% | -17.1% |
| 3Y | +293.7% | +206.2% | +87.6% | +180.1% |
| 5Y | +239.1% | +53.9% | +185.2% | +153.2% |
| All | +239.1% | +53.8% | +185.3% | +153.2% |
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