+3,339.2%
TRMB vs VICR
+5,859.8%
-2,520.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -2.2% |
| 7D | -2.5% | +0.4% | -3.0% | -2.7% |
| 30D | +1.5% | -13.9% | +15.5% | +3.9% |
| 3M | +6.8% | -38.4% | +45.2% | +14.1% |
| 6M | -14.9% | -7.2% | -7.7% | -20.3% |
| YTD | -24.1% | +72.0% | -96.1% | -38.9% |
| 1Y | -25.4% | +263.3% | -288.7% | -50.2% |
| 3Y | +8.0% | +173.3% | -165.3% | -28.9% |
| 5Y | -37.3% | +47.3% | -84.6% | -57.0% |
| 10Y | +116.8% | +1,495.2% | -1,378.4% | -22.0% |
| All | +3,339.2% | +5,859.8% | -2,520.6% | +391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling