+2,857.8%
UL vs VICR
+12,339.4%
-9,481.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.2% |
| 7D | -1.3% | +9.8% | -11.2% | -2.0% |
| 30D | +0.9% | -12.6% | +13.5% | +1.6% |
| 3M | +14.2% | -29.7% | +43.9% | +15.8% |
| 6M | -3.2% | +18.8% | -22.0% | -6.7% |
| YTD | -0.3% | +76.4% | -76.7% | -7.2% |
| 1Y | -8.8% | +282.4% | -291.1% | -20.4% |
| 3Y | +23.9% | +206.2% | -182.3% | +6.1% |
| 5Y | +21.4% | +53.9% | -32.6% | +5.3% |
| 10Y | +66.7% | +1,572.3% | -1,505.7% | +12.3% |
| All | +2,857.8% | +12,339.4% | -9,481.6% | +1,312.1% |
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