-35.7%
U vs VICR
+141.4%
-177.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +11.2% | -6.7% | +0.7% |
| 7D | +5.5% | +5.0% | +0.6% | +3.6% |
| 30D | -1.3% | -12.5% | +11.2% | +2.1% |
| 3M | +64.6% | -33.6% | +98.2% | +80.4% |
| 6M | +119.4% | +10.7% | +108.7% | +83.0% |
| YTD | -0.5% | +80.6% | -81.1% | -33.6% |
| 1Y | +1.3% | +288.4% | -287.1% | -52.6% |
| 3Y | +15.6% | +213.8% | -198.2% | -47.1% |
| 5Y | -67.5% | +58.8% | -126.3% | -82.5% |
| All | -35.7% | +141.4% | -177.1% | -74.2% |
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