+262.2%
UMC vs VICR
+209.3%
+52.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.2% | -8.8% | -0.1% |
| 7D | +9.0% | +5.0% | +4.0% | +7.7% |
| 30D | +17.2% | -12.5% | +29.7% | +19.9% |
| 3M | +11.4% | -33.6% | +45.0% | +20.4% |
| 6M | +137.5% | +10.7% | +126.8% | +134.0% |
| YTD | +193.1% | +80.6% | +112.5% | +170.0% |
| 1Y | +240.3% | +288.4% | -48.1% | +182.3% |
| 3Y | +262.2% | +213.8% | +48.4% | +193.5% |
| All | +262.2% | +209.3% | +52.9% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling