+15.2%
U vs VICR
+52.1%
-36.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -15.1% | +30.0% | +16.4% |
| 7D | +24.3% | -34.6% | +58.9% | +29.8% |
| 30D | +8.6% | -54.9% | +63.4% | +18.4% |
| 3M | +37.6% | -38.3% | +75.9% | +43.0% |
| 6M | +78.5% | -49.2% | +127.7% | +83.1% |
| YTD | +10.5% | +23.3% | -12.8% | -23.7% |
| 1Y | +15.2% | +42.4% | -27.2% | -30.1% |
| All | +15.2% | +52.1% | -36.9% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling