-39.0%
U vs VICR
+130.0%
-169.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -2.9% |
| 7D | -3.8% | +0.4% | -4.2% | -4.1% |
| 30D | +17.5% | -13.9% | +31.4% | +22.1% |
| 3M | +38.7% | -38.4% | +77.1% | +55.8% |
| 6M | +104.4% | -7.2% | +111.6% | +81.9% |
| YTD | -5.7% | +72.0% | -77.7% | -35.9% |
| 1Y | +3.7% | +263.3% | -259.6% | -50.3% |
| 3Y | +12.3% | +173.3% | -160.9% | -45.6% |
| 5Y | -68.8% | +47.3% | -116.1% | -82.6% |
| All | -39.0% | +130.0% | -169.0% | -75.1% |
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 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