+1,716.3%
ULTA vs VICR
+1,338.6%
+377.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.5% |
| 7D | -3.9% | -0.4% | -3.5% | -3.8% |
| 30D | -1.1% | -15.6% | +14.5% | +1.5% |
| 3M | +13.8% | -35.4% | +49.2% | +20.0% |
| 6M | -17.2% | +1.3% | -18.5% | -23.2% |
| YTD | -11.5% | +62.5% | -73.9% | -26.8% |
| 1Y | +3.9% | +255.5% | -251.5% | -28.9% |
| 3Y | +29.5% | +182.0% | -152.5% | -14.9% |
| 5Y | +42.9% | +42.9% | 0.0% | -2.4% |
| 10Y | +124.4% | +1,494.0% | -1,369.6% | -31.3% |
| All | +1,716.3% | +1,338.6% | +377.7% | +349.3% |
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