-37.2%
TRMB vs VICR
+57.6%
-94.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | -0.2% |
| 7D | -3.0% | +5.0% | -8.0% | -3.8% |
| 30D | +2.3% | -12.5% | +14.8% | +3.8% |
| 3M | +15.3% | -33.6% | +48.9% | +19.8% |
| 6M | -14.7% | +10.7% | -25.4% | -22.0% |
| YTD | -26.4% | +80.6% | -107.0% | -39.8% |
| 1Y | -30.4% | +288.4% | -318.8% | -52.1% |
| 3Y | +13.5% | +213.8% | -200.3% | -24.0% |
| All | -37.2% | +57.6% | -94.8% | -55.7% |
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 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