-32.3%
TWLO vs VICR
+57.6%
-90.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.2% | -12.8% | -3.7% |
| 7D | -2.4% | +5.0% | -7.4% | -3.5% |
| 30D | -7.8% | -12.5% | +4.7% | -6.1% |
| 3M | +10.0% | -33.6% | +43.6% | +15.7% |
| 6M | +79.5% | +10.7% | +68.8% | +62.5% |
| YTD | +59.8% | +80.6% | -20.7% | +26.5% |
| 1Y | +121.7% | +288.4% | -166.7% | +42.3% |
| 3Y | +240.8% | +213.8% | +27.0% | +111.4% |
| All | -32.3% | +57.6% | -90.0% | -56.8% |
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