+42.6%
UNP vs VICR
+76.0%
-33.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.1% | +12.8% | +1.7% |
| 7D | +3.6% | -26.6% | +30.2% | +3.8% |
| 30D | +11.4% | -47.9% | +59.3% | +11.9% |
| 3M | +4.6% | -29.8% | +34.4% | +4.5% |
| 6M | +18.3% | -36.6% | +54.9% | +17.4% |
| YTD | +35.4% | +45.1% | -9.7% | +33.3% |
| 1Y | +42.6% | +80.0% | -37.4% | +40.3% |
| All | +42.6% | +76.0% | -33.4% | +40.3% |
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 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