+301.0%
TWLO vs VICR
+1,679.8%
-1,378.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.2% | -12.8% | -4.2% |
| 7D | -2.4% | +5.0% | -7.4% | -3.8% |
| 30D | -7.8% | -12.5% | +4.7% | -5.7% |
| 3M | +10.0% | -33.6% | +43.6% | +17.1% |
| 6M | +79.5% | +10.7% | +68.8% | +59.5% |
| YTD | +59.8% | +80.6% | -20.7% | +21.6% |
| 1Y | +121.7% | +288.4% | -166.7% | +32.7% |
| 3Y | +240.8% | +213.8% | +27.0% | +94.9% |
| 5Y | -33.6% | +58.8% | -92.4% | -58.5% |
| All | +301.0% | +1,679.8% | -1,378.8% | +22.6% |
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