+207.2%
UMC vs VICR
+272.1%
-64.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +3.0% |
| 7D | +5.0% | +0.4% | +4.5% | +4.7% |
| 30D | +7.7% | -13.9% | +21.6% | +11.6% |
| 3M | +1.7% | -38.4% | +40.1% | +15.4% |
| 6M | +113.9% | -7.2% | +121.1% | +118.7% |
| YTD | +168.9% | +72.0% | +96.9% | +156.2% |
| 1Y | +207.2% | +263.3% | -56.1% | +167.4% |
| All | +207.2% | +272.1% | -64.9% | +167.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling