+96.4%
U vs VICR
-48.2%
+144.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.4% | +8.7% | +5.4% |
| 7D | +2.6% | +8.3% | -5.7% | +2.1% |
| 30D | +27.6% | -35.2% | +62.7% | +32.0% |
| 3M | +15.3% | -29.8% | +45.2% | +18.4% |
| 6M | +96.4% | -48.6% | +145.0% | +102.4% |
| All | +96.4% | -48.2% | +144.6% | +102.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling