+87.5%
U vs VICR
+336.6%
-249.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.4% | +8.7% | +6.0% |
| 7D | +2.6% | +8.3% | -5.7% | +0.5% |
| 30D | +27.6% | -35.2% | +62.7% | +38.2% |
| 3M | +15.3% | -29.8% | +45.2% | +20.2% |
| 6M | +96.4% | -48.6% | +145.0% | +113.2% |
| YTD | +19.6% | +45.1% | -25.6% | -15.3% |
| 1Y | +42.1% | +79.6% | -37.4% | -7.1% |
| 3Y | +87.5% | +335.4% | -247.9% | -30.7% |
| All | +87.5% | +336.6% | -249.1% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling