+6,538.0%
TRV vs VICR
+12,634.7%
-6,096.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.2% | -9.1% | +1.0% |
| 7D | +1.9% | +5.0% | -3.0% | +1.4% |
| 30D | +1.7% | -12.5% | +14.2% | +2.7% |
| 3M | +23.9% | -33.6% | +57.5% | +27.2% |
| 6M | +26.3% | +10.7% | +15.6% | +20.6% |
| YTD | +30.8% | +80.6% | -49.8% | +17.8% |
| 1Y | +36.3% | +288.4% | -252.0% | +11.9% |
| 3Y | +145.0% | +213.8% | -68.8% | +96.0% |
| 5Y | +163.9% | +58.8% | +105.0% | +114.2% |
| 10Y | +305.8% | +1,671.8% | -1,366.0% | +131.0% |
| All | +6,538.0% | +12,634.7% | -6,096.7% | +2,689.9% |
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