+64.4%
UL vs VICR
+1,679.8%
-1,615.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.5% | +0.2% |
| 7D | -3.4% | +5.0% | -8.4% | -3.6% |
| 30D | +0.5% | -12.5% | +13.0% | +0.8% |
| 3M | +7.2% | -33.6% | +40.8% | +8.3% |
| 6M | -3.1% | +10.7% | -13.7% | -5.2% |
| YTD | -2.7% | +80.6% | -83.3% | -7.5% |
| 1Y | -10.2% | +288.4% | -298.6% | -18.5% |
| 3Y | +20.3% | +213.8% | -193.5% | +7.7% |
| 5Y | +19.9% | +58.8% | -38.9% | +9.1% |
| All | +64.4% | +1,679.8% | -1,615.4% | +14.7% |
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 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