+116.7%
TRMB vs VICR
+1,679.8%
-1,563.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | -0.6% |
| 7D | -3.0% | +5.0% | -8.0% | -4.0% |
| 30D | +2.3% | -12.5% | +14.8% | +4.1% |
| 3M | +15.3% | -33.6% | +48.9% | +20.7% |
| 6M | -14.7% | +10.7% | -25.4% | -22.7% |
| YTD | -26.4% | +80.6% | -107.0% | -41.1% |
| 1Y | -30.4% | +288.4% | -318.8% | -53.9% |
| 3Y | +13.5% | +213.8% | -200.3% | -27.0% |
| 5Y | -38.6% | +58.8% | -97.4% | -58.2% |
| All | +116.7% | +1,679.8% | -1,563.1% | -11.1% |
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