+1,842.6%
UMC vs VICR
+1,679.8%
+162.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.2% | -8.8% | +0.1% |
| 7D | +9.0% | +5.0% | +4.0% | +7.8% |
| 30D | +17.2% | -12.5% | +29.7% | +19.7% |
| 3M | +11.4% | -33.6% | +45.0% | +19.9% |
| 6M | +137.5% | +10.7% | +126.8% | +129.8% |
| YTD | +193.1% | +80.6% | +112.5% | +158.6% |
| 1Y | +240.3% | +288.4% | -48.1% | +159.0% |
| 3Y | +262.2% | +213.8% | +48.4% | +166.2% |
| 5Y | +143.1% | +58.8% | +84.3% | +85.9% |
| All | +1,842.6% | +1,679.8% | +162.8% | +1,088.3% |
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 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