+689.1%
TWLO vs VICR
+1,579.2%
-890.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.7% |
| 7D | +0.2% | +1.3% | -1.1% | -0.3% |
| 30D | -9.1% | -11.9% | +2.8% | -7.1% |
| 3M | +11.0% | -35.1% | +46.1% | +18.8% |
| 6M | +79.4% | +8.1% | +71.2% | +60.2% |
| YTD | +59.7% | +67.8% | -8.0% | +23.6% |
| 1Y | +112.3% | +267.3% | -155.0% | +28.5% |
| 3Y | +247.0% | +191.2% | +55.8% | +101.6% |
| 5Y | -35.6% | +48.1% | -83.7% | -59.1% |
| 10Y | +305.7% | +1,546.1% | -1,240.4% | +15.5% |
| All | +689.1% | +1,579.2% | -890.0% | +122.3% |
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