+265.9%
UMC vs VICR
+383.1%
-117.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.7% |
| 7D | +11.4% | -0.4% | +11.8% | +11.4% |
| 30D | +16.8% | -15.6% | +32.4% | +21.1% |
| 3M | +19.1% | -35.4% | +54.5% | +32.2% |
| 6M | +137.4% | +1.3% | +136.2% | +129.2% |
| YTD | +186.4% | +62.5% | +123.9% | +141.8% |
| 1Y | +229.1% | +255.5% | -26.4% | +121.8% |
| 3Y | +257.9% | +182.0% | +75.9% | +129.3% |
| 5Y | +137.5% | +42.9% | +94.6% | +60.9% |
| 10Y | +1,808.2% | +1,494.0% | +314.2% | +437.2% |
| All | +265.9% | +383.1% | -117.2% | -16.8% |
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