+221.2%
UPS vs VICR
+581.6%
-360.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.1% |
| 7D | -2.1% | +9.8% | -12.0% | -3.4% |
| 30D | -2.3% | -12.6% | +10.3% | -0.9% |
| 3M | -5.2% | -29.7% | +24.5% | -2.3% |
| 6M | +1.4% | +18.8% | -17.4% | -4.7% |
| YTD | +6.1% | +76.4% | -70.3% | -6.3% |
| 1Y | +27.0% | +282.4% | -255.4% | -0.8% |
| 3Y | -25.9% | +206.2% | -232.1% | -43.6% |
| 5Y | -34.6% | +53.9% | -88.5% | -48.8% |
| 10Y | +36.2% | +1,572.3% | -1,536.2% | -30.5% |
| All | +221.2% | +581.6% | -360.4% | +34.5% |
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 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